+57.4%
HL vs SMTC
+69,284.5%
-69,227.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.0% | -2.1% |
| 7D | +7.1% | +22.9% | -15.9% | +4.7% |
| 30D | +21.4% | +16.6% | +4.8% | +19.1% |
| 3M | +37.4% | +2.4% | +35.0% | +35.9% |
| 6M | +0.4% | +98.3% | -97.9% | -7.1% |
| YTD | +6.7% | +120.7% | -114.0% | -2.3% |
| 1Y | +102.4% | +168.3% | -65.9% | +81.8% |
| 3Y | +417.4% | +571.7% | -154.3% | +308.6% |
| 5Y | +243.3% | +114.0% | +129.3% | +195.1% |
| 10Y | +242.6% | +497.0% | -254.4% | +171.0% |
| All | +57.4% | +69,284.5% | -69,227.1% | +18.9% |
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