+31,139.8%
HD vs SMTC
+62,999.7%
-31,859.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | 0.0% |
| 7D | -2.1% | +12.7% | -14.8% | -3.3% |
| 30D | -8.4% | +22.0% | -30.4% | -10.8% |
| 3M | +4.3% | -12.7% | +17.0% | +4.3% |
| 6M | -11.1% | +64.8% | -75.9% | -17.7% |
| YTD | -4.7% | +100.7% | -105.4% | -13.8% |
| 1Y | -19.8% | +146.9% | -166.7% | -29.5% |
| 3Y | +4.1% | +456.8% | -452.7% | -21.4% |
| 5Y | +10.3% | +89.2% | -78.9% | -8.1% |
| 10Y | +203.2% | +426.9% | -223.7% | +122.7% |
| All | +31,139.8% | +62,999.7% | -31,859.9% | +17,610.6% |
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 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