+107.0%
HST vs SMTC
+504.7%
-397.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.3% | +22.5% | -22.8% | -4.7% |
| 30D | -2.8% | +24.9% | -27.7% | -8.2% |
| 3M | -6.5% | +4.1% | -10.6% | -10.0% |
| 6M | +20.7% | +92.6% | -71.8% | -1.9% |
| YTD | +30.5% | +122.5% | -92.0% | +1.6% |
| 1Y | +36.8% | +166.2% | -129.4% | +0.5% |
| 3Y | +65.9% | +577.2% | -511.3% | -21.8% |
| 5Y | +73.9% | +119.0% | -45.1% | +16.2% |
| 10Y | +107.0% | +527.9% | -420.8% | -3.5% |
| All | +107.0% | +504.7% | -397.7% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling