+155.0%
HPE vs SMTC
+169.6%
-14.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.1% | +7.3% | +10.9% |
| 7D | +19.4% | +13.1% | +6.3% | +15.3% |
| 30D | +5.6% | +19.5% | -13.8% | -0.6% |
| 3M | +33.1% | +2.2% | +30.8% | +28.7% |
| 6M | +192.5% | +94.9% | +97.6% | +136.1% |
| YTD | +160.9% | +127.0% | +34.0% | +102.6% |
| 1Y | +155.0% | +174.6% | -19.6% | +94.1% |
| All | +155.0% | +169.6% | -14.7% | +94.1% |
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