+72.8%
HCA vs SMTC
+122.8%
-50.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +1.1% |
| 7D | +5.4% | +13.1% | -7.7% | +4.8% |
| 30D | +3.0% | +19.5% | -16.5% | +2.0% |
| 3M | +13.0% | +2.2% | +10.8% | +12.5% |
| 6M | -20.3% | +94.9% | -115.1% | -24.7% |
| YTD | -8.2% | +127.0% | -135.2% | -14.4% |
| 1Y | +6.7% | +174.6% | -167.9% | -2.3% |
| 3Y | +60.4% | +615.9% | -555.5% | +20.9% |
| All | +72.8% | +122.8% | -50.0% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling