+595.7%
HAL vs SMTC
+62,999.7%
-62,404.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.8% |
| 7D | +2.9% | +12.7% | -9.8% | +1.3% |
| 30D | +17.0% | +22.0% | -4.9% | +13.4% |
| 3M | -9.7% | -12.7% | +3.0% | -9.5% |
| 6M | +8.6% | +64.8% | -56.2% | -1.0% |
| YTD | +33.0% | +100.7% | -67.7% | +17.7% |
| 1Y | +68.3% | +146.9% | -78.6% | +44.0% |
| 3Y | +0.1% | +456.8% | -456.7% | -28.4% |
| 5Y | +102.6% | +89.2% | +13.4% | +63.3% |
| 10Y | +3.8% | +426.9% | -423.0% | -25.6% |
| All | +595.7% | +62,999.7% | -62,404.0% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling