+133.9%
HL vs SMTC
+154.8%
-20.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -5.5% |
| 7D | +1.5% | +12.7% | -11.3% | -2.7% |
| 30D | +25.1% | +22.0% | +3.1% | +14.3% |
| 3M | +22.9% | -12.7% | +35.6% | +25.8% |
| 6M | -4.9% | +64.8% | -69.7% | -26.8% |
| YTD | +7.8% | +100.7% | -92.9% | -23.9% |
| 1Y | +133.9% | +146.9% | -13.0% | +56.0% |
| All | +133.9% | +154.8% | -20.9% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling