+224.7%
HPE vs SMTC
+698.5%
-473.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.3% | -2.6% |
| 7D | +7.9% | +11.0% | -3.2% | +4.5% |
| 30D | -23.5% | -28.5% | +5.0% | -16.5% |
| 3M | -19.1% | -14.2% | -4.9% | -16.2% |
| 6M | +51.4% | -18.0% | +69.4% | +56.5% |
| YTD | +103.4% | +55.5% | +47.9% | +78.8% |
| 1Y | +114.4% | +69.5% | +44.9% | +84.3% |
| 3Y | +224.7% | +699.7% | -475.0% | +85.3% |
| All | +224.7% | +698.5% | -473.9% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling