+35.7%
HST vs SMTC
+154.8%
-119.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -9.0% | +0.1% |
| 7D | -1.0% | +12.7% | -13.8% | -1.3% |
| 30D | -12.3% | +22.0% | -34.2% | -12.8% |
| 3M | -6.4% | -12.7% | +6.3% | -5.3% |
| 6M | +15.0% | +64.8% | -49.8% | +9.8% |
| YTD | +30.5% | +100.7% | -70.2% | +22.6% |
| 1Y | +35.7% | +146.9% | -111.2% | +27.5% |
| All | +35.7% | +154.8% | -119.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling