+249.6%
HL vs SMTC
+698.5%
-448.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.1% |
| 7D | -11.1% | +11.0% | -22.2% | -13.0% |
| 30D | -12.1% | -28.5% | +16.4% | -7.3% |
| 3M | -26.1% | -14.2% | -11.9% | -25.8% |
| 6M | -37.7% | -18.0% | -19.7% | -37.7% |
| YTD | -31.7% | +55.5% | -87.2% | -39.5% |
| 1Y | -11.6% | +69.5% | -81.2% | -22.9% |
| 3Y | +249.6% | +699.7% | -450.0% | +89.5% |
| All | +249.6% | +698.5% | -448.9% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling