+5.8%
HD vs SMTC
+13.5%
-7.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.7% | -14.6% | -2.7% |
| 7D | +4.3% | -19.0% | +23.3% | +5.6% |
| 30D | +20.2% | -46.7% | +66.9% | +25.3% |
| 3M | -1.0% | -23.4% | +22.4% | -0.7% |
| 6M | +7.9% | -13.4% | +21.3% | +5.3% |
| YTD | +2.0% | +40.1% | -38.1% | -6.2% |
| 1Y | -4.3% | +47.7% | -52.0% | -12.8% |
| 3Y | +25.9% | +606.9% | -581.0% | -17.7% |
| All | +5.8% | +13.5% | -7.7% | +0.6% |
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