+58.2%
HCA vs SMTC
+546.3%
-488.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | +2.9% | +17.5% | -14.6% | +3.0% |
| 30D | +2.4% | +21.3% | -18.9% | +2.4% |
| 3M | +13.0% | +3.1% | +9.9% | +13.2% |
| 6M | -21.4% | +81.7% | -103.1% | -22.6% |
| YTD | -9.5% | +115.9% | -125.4% | -11.3% |
| 1Y | +7.5% | +157.8% | -150.3% | +4.8% |
| All | +58.2% | +546.3% | -488.1% | +36.6% |
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