+340.8%
HPE vs SMTC
+112.1%
+228.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.5% |
| 7D | +1.4% | +17.5% | -16.1% | -2.8% |
| 30D | +1.5% | +21.3% | -19.8% | -4.0% |
| 3M | +21.7% | +3.1% | +18.6% | +18.4% |
| 6M | +164.2% | +81.7% | +82.5% | +121.8% |
| YTD | +132.1% | +115.9% | +16.1% | +86.0% |
| 1Y | +130.6% | +157.8% | -27.2% | +75.7% |
| 3Y | +244.1% | +557.3% | -313.2% | +86.6% |
| 5Y | +340.8% | +114.7% | +226.2% | +221.1% |
| All | +340.8% | +112.1% | +228.7% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling