+256.9%
HL vs SMTC
+548.2%
-291.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.5% |
| 7D | -4.4% | +13.1% | -17.4% | -7.6% |
| 30D | +9.3% | +19.5% | -10.2% | +3.2% |
| 3M | +32.0% | +2.2% | +29.7% | +27.6% |
| 6M | -6.4% | +94.9% | -101.3% | -24.4% |
| YTD | +3.1% | +127.0% | -123.8% | -19.8% |
| 1Y | +77.6% | +174.6% | -97.0% | +31.0% |
| 3Y | +392.8% | +615.9% | -223.1% | +130.6% |
| 5Y | +234.1% | +125.6% | +108.5% | +116.4% |
| All | +256.9% | +548.2% | -291.3% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling