+635.0%
HLT vs SMTC
+458.0%
+177.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -2.6% | +17.5% | -20.1% | -5.8% |
| 30D | -2.6% | +21.3% | -23.9% | -7.0% |
| 3M | -9.4% | +3.1% | -12.6% | -12.3% |
| 6M | +2.7% | +81.7% | -79.0% | -13.2% |
| YTD | +6.8% | +115.9% | -109.2% | -13.6% |
| 1Y | +12.4% | +157.8% | -145.5% | -13.7% |
| 3Y | +100.2% | +557.3% | -457.1% | +5.1% |
| 5Y | +143.7% | +114.7% | +29.1% | +70.2% |
| 10Y | +584.9% | +509.5% | +75.4% | +232.5% |
| All | +635.0% | +458.0% | +177.1% | +228.3% |
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