+0.8%
HL vs SMTC
+48,791.7%
-48,790.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.5% |
| 7D | -11.1% | +11.0% | -22.2% | -12.1% |
| 30D | -12.1% | -28.5% | +16.4% | -9.7% |
| 3M | -26.1% | -14.2% | -11.9% | -25.9% |
| 6M | -37.7% | -18.0% | -19.7% | -37.6% |
| YTD | -31.7% | +55.5% | -87.2% | -35.7% |
| 1Y | -11.6% | +69.5% | -81.2% | -17.6% |
| 3Y | +249.6% | +699.7% | -450.0% | +172.2% |
| 5Y | +108.5% | +27.4% | +81.1% | +86.7% |
| 10Y | +127.0% | +335.7% | -208.7% | +84.0% |
| All | +0.8% | +48,791.7% | -48,790.9% | -21.8% |
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