+205.0%
HD vs SMTC
+493.3%
-288.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.2% | -3.8% |
| 7D | -1.2% | +22.9% | -24.1% | -4.4% |
| 30D | -11.1% | +16.6% | -27.8% | -13.9% |
| 3M | +2.0% | +2.4% | -0.4% | -0.5% |
| 6M | -10.5% | +98.3% | -108.7% | -23.4% |
| YTD | -6.9% | +120.7% | -127.5% | -22.2% |
| 1Y | -23.2% | +168.3% | -191.4% | -38.7% |
| 3Y | +3.1% | +571.7% | -568.6% | -41.5% |
| 5Y | +7.4% | +114.0% | -106.6% | -20.3% |
| 10Y | +205.0% | +497.0% | -292.0% | +54.7% |
| All | +205.0% | +493.3% | -288.3% | +54.7% |
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