+2,768.0%
HPQ vs SMTC
+69,284.5%
-66,516.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.0% | -14.5% | -6.2% |
| 7D | -0.5% | +22.9% | -23.4% | -4.0% |
| 30D | +3.7% | +16.6% | -12.9% | +0.2% |
| 3M | +24.3% | +2.4% | +21.9% | +20.8% |
| 6M | +64.8% | +98.3% | -33.5% | +40.6% |
| YTD | +43.9% | +120.7% | -76.8% | +19.9% |
| 1Y | +11.7% | +168.3% | -156.6% | -10.7% |
| 3Y | +19.7% | +571.7% | -552.0% | -25.3% |
| 5Y | +32.2% | +114.0% | -81.8% | -1.7% |
| 10Y | +198.9% | +497.0% | -298.1% | +83.2% |
| All | +2,768.0% | +69,284.5% | -66,516.5% | +1,159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling