-9.7%
HAL vs SMTC
+696.5%
-706.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.8% | -12.7% | -0.9% |
| 7D | -7.9% | -4.8% | -3.0% | -7.8% |
| 30D | -2.1% | -37.8% | +35.8% | +0.9% |
| 3M | +0.4% | -16.5% | +16.9% | +0.6% |
| 6M | -19.2% | -4.4% | -14.8% | -20.7% |
| YTD | +14.4% | +58.0% | -43.7% | +6.1% |
| 1Y | +18.0% | +62.0% | -44.0% | +8.9% |
| 3Y | -9.7% | +745.7% | -755.4% | -29.1% |
| All | -9.7% | +696.5% | -706.2% | -29.1% |
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