-11.1%
HD vs SMTC
+56.1%
-67.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | +0.8% |
| 7D | -2.1% | +12.7% | -14.8% | -2.2% |
| 30D | -8.4% | +22.0% | -30.4% | -8.9% |
| 3M | +4.3% | -12.7% | +17.0% | +5.3% |
| 6M | -11.1% | +64.8% | -75.9% | -19.9% |
| All | -11.1% | +56.1% | -67.2% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling