+1.5%
HD vs SMTC
+579.3%
-577.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.7% |
| 7D | -3.8% | +13.1% | -16.9% | -4.5% |
| 30D | -9.4% | +19.5% | -28.9% | -10.6% |
| 3M | -4.6% | +2.2% | -6.8% | -5.3% |
| 6M | -10.1% | +94.9% | -105.0% | -15.5% |
| YTD | -8.3% | +127.0% | -135.3% | -15.0% |
| 1Y | -25.0% | +174.6% | -199.6% | -31.7% |
| 3Y | +1.5% | +615.9% | -614.4% | -22.5% |
| All | +1.5% | +579.3% | -577.7% | -22.5% |
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