+37.0%
HPQ vs SMTC
+579.3%
-542.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.1% | +3.3% | +7.9% |
| 7D | +9.8% | +13.1% | -3.3% | +8.3% |
| 30D | +22.4% | +19.5% | +2.9% | +19.5% |
| 3M | +45.2% | +2.2% | +42.9% | +43.3% |
| 6M | +96.4% | +94.9% | +1.6% | +75.2% |
| YTD | +65.4% | +127.0% | -61.6% | +43.5% |
| 1Y | +31.6% | +174.6% | -143.0% | +10.5% |
| 3Y | +37.0% | +615.9% | -578.9% | -11.0% |
| All | +37.0% | +579.3% | -542.3% | -11.0% |
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 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