+247.2%
HD vs SMTC
+334.8%
-87.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.3% |
| 7D | +5.2% | -10.9% | +16.1% | +6.2% |
| 30D | +20.7% | -39.4% | +60.1% | +27.8% |
| 3M | +0.8% | -13.5% | +14.3% | -0.2% |
| 6M | +12.2% | -6.8% | +19.0% | +7.1% |
| YTD | +4.2% | +54.0% | -49.8% | -10.0% |
| 1Y | -2.6% | +50.8% | -53.3% | -15.9% |
| 3Y | +30.0% | +677.3% | -647.3% | -32.1% |
| 5Y | +8.1% | +28.7% | -20.6% | -13.0% |
| 10Y | +247.2% | +339.9% | -92.7% | +88.7% |
| All | +247.2% | +334.8% | -87.7% | +88.7% |
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