+25.0%
HL vs SMTC
+70.8%
-45.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -12.9% | +26.1% | +16.8% |
| 7D | +0.2% | -24.5% | +24.7% | +8.1% |
| 30D | -12.1% | -42.5% | +30.3% | +2.5% |
| 3M | -2.8% | -14.1% | +11.3% | -3.7% |
| 6M | -14.9% | +3.6% | -18.5% | -25.0% |
| YTD | -22.0% | +50.6% | -72.6% | -44.0% |
| 1Y | +25.0% | +72.2% | -47.2% | -20.3% |
| All | +25.0% | +70.8% | -45.8% | -20.3% |
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