+269.4%
HPE vs SMTC
+565.9%
-296.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +13.6% | +22.5% | -8.8% | +8.0% |
| 30D | +7.7% | +24.9% | -17.2% | +1.3% |
| 3M | +22.4% | +4.1% | +18.3% | +18.8% |
| 6M | +172.6% | +92.6% | +80.0% | +127.9% |
| YTD | +147.5% | +122.5% | +25.0% | +99.5% |
| 1Y | +151.8% | +166.2% | -14.4% | +93.7% |
| All | +269.4% | +565.9% | -296.5% | +118.4% |
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