-3.4%
HAL vs SMTC
+514.4%
-517.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.2% |
| 7D | +2.9% | +12.7% | -9.8% | +2.0% |
| 30D | +17.0% | +22.0% | -4.9% | +14.9% |
| 3M | -9.7% | -12.7% | +3.0% | -9.4% |
| 6M | +8.6% | +64.8% | -56.2% | +2.9% |
| YTD | +33.0% | +100.7% | -67.7% | +23.4% |
| 1Y | +68.3% | +146.9% | -78.6% | +52.4% |
| All | -3.4% | +514.4% | -517.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling