+257.9%
HD vs SMTC
+365.8%
-107.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.8% | -9.9% | +1.2% |
| 7D | +3.6% | -4.8% | +8.4% | +3.6% |
| 30D | +21.6% | -37.8% | +59.4% | +28.3% |
| 3M | +0.1% | -16.5% | +16.6% | -0.2% |
| 6M | +13.0% | -4.4% | +17.4% | +7.5% |
| YTD | +4.9% | +58.0% | -53.1% | -9.7% |
| 1Y | -2.1% | +62.0% | -64.1% | -16.5% |
| 3Y | +32.6% | +745.7% | -713.1% | -32.0% |
| 5Y | +8.2% | +29.0% | -20.8% | -12.6% |
| 10Y | +257.9% | +351.4% | -93.5% | +94.0% |
| All | +257.9% | +365.8% | -107.9% | +94.0% |
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 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