+575.2%
HLT vs SMTC
+548.2%
+27.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.9% |
| 7D | -1.6% | +13.1% | -14.7% | -3.9% |
| 30D | -5.0% | +19.5% | -24.5% | -8.8% |
| 3M | -10.4% | +2.2% | -12.6% | -12.9% |
| 6M | +3.2% | +94.9% | -91.6% | -13.4% |
| YTD | +6.7% | +127.0% | -120.2% | -13.8% |
| 1Y | +10.3% | +174.6% | -164.3% | -15.6% |
| 3Y | +99.3% | +615.9% | -516.6% | +4.0% |
| 5Y | +143.7% | +125.6% | +18.1% | +72.5% |
| All | +575.2% | +548.2% | +27.0% | +251.9% |
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 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