+563.1%
HPE vs SMTC
+548.2%
+14.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.1% | +7.3% | +10.9% |
| 7D | +19.4% | +13.1% | +6.3% | +15.4% |
| 30D | +5.6% | +19.5% | -13.8% | -0.5% |
| 3M | +33.1% | +2.2% | +30.8% | +29.3% |
| 6M | +192.5% | +94.9% | +97.6% | +133.2% |
| YTD | +160.9% | +127.0% | +34.0% | +97.7% |
| 1Y | +155.0% | +174.6% | -19.6% | +80.8% |
| 3Y | +289.4% | +615.9% | -326.5% | +76.4% |
| 5Y | +395.7% | +125.6% | +270.1% | +216.3% |
| All | +563.1% | +548.2% | +14.9% | +174.0% |
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