+14.5%
HD vs SMTC
-0.6%
+15.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | +0.8% |
| 7D | -1.2% | +12.9% | -14.0% | -0.2% |
| 30D | +20.9% | -25.6% | +46.5% | +19.4% |
| 3M | -0.2% | -4.5% | +4.4% | -0.1% |
| 6M | +14.5% | -8.3% | +22.8% | +14.2% |
| All | +14.5% | -0.6% | +15.1% | +14.2% |
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