+33,321.4%
HD vs SMTC
+43,936.3%
-10,614.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.7% | -14.6% | -3.1% |
| 7D | +4.3% | -19.0% | +23.3% | +6.1% |
| 30D | +20.2% | -46.7% | +66.9% | +26.9% |
| 3M | -1.0% | -23.4% | +22.4% | -0.2% |
| 6M | +7.9% | -13.4% | +21.3% | +5.8% |
| YTD | +2.0% | +40.1% | -38.1% | -5.7% |
| 1Y | -4.3% | +47.7% | -52.0% | -12.2% |
| 3Y | +25.9% | +606.9% | -581.0% | -8.4% |
| 5Y | +5.8% | +14.4% | -8.6% | -8.3% |
| 10Y | +262.5% | +322.5% | -59.9% | +168.9% |
| All | +33,321.4% | +43,936.3% | -10,614.9% | +19,280.4% |
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