+45.9%
HLT vs SMTC
+70.8%
-25.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.9% | +16.4% | +3.6% |
| 7D | +7.7% | -24.5% | +32.2% | +8.0% |
| 30D | +19.1% | -42.5% | +61.6% | +20.2% |
| 3M | +20.7% | -14.1% | +34.8% | +19.7% |
| 6M | +21.0% | +3.6% | +17.4% | +15.8% |
| YTD | +31.3% | +50.6% | -19.3% | +20.5% |
| 1Y | +45.9% | +72.2% | -26.4% | +30.4% |
| All | +45.9% | +70.8% | -25.0% | +30.4% |
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