+34,084.3%
HD vs SMTC
+53,327.2%
-19,242.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -1.0% |
| 7D | -1.2% | +12.9% | -14.0% | -2.7% |
| 30D | +20.9% | -25.6% | +46.5% | +23.3% |
| 3M | -0.2% | -4.5% | +4.4% | -1.7% |
| 6M | +14.5% | -8.3% | +22.8% | +11.7% |
| YTD | +4.3% | +69.9% | -65.6% | -5.5% |
| 1Y | -3.5% | +73.9% | -77.4% | -13.0% |
| 3Y | +30.1% | +757.7% | -727.5% | -7.3% |
| 5Y | +8.5% | +38.7% | -30.2% | -8.0% |
| 10Y | +245.3% | +376.1% | -130.8% | +152.6% |
| All | +34,084.3% | +53,327.2% | -19,242.9% | +19,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling