+155.3%
HBAN vs SMTC
+548.2%
-392.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.3% |
| 7D | -1.0% | +13.1% | -14.1% | -3.8% |
| 30D | -5.6% | +19.5% | -25.1% | -10.0% |
| 3M | -1.1% | +2.2% | -3.4% | -4.4% |
| 6M | +9.9% | +94.9% | -85.0% | -10.6% |
| YTD | -0.9% | +127.0% | -127.9% | -22.9% |
| 1Y | -1.4% | +174.6% | -176.0% | -27.7% |
| 3Y | +78.2% | +615.9% | -537.7% | -15.0% |
| 5Y | +37.0% | +125.6% | -88.6% | -9.8% |
| All | +155.3% | +548.2% | -392.9% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling