+73.7%
HST vs SMTC
+110.0%
-36.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.9% | -1.3% |
| 7D | +2.0% | +22.9% | -21.0% | -1.1% |
| 30D | -5.2% | +16.6% | -21.9% | -7.9% |
| 3M | -6.2% | +2.4% | -8.6% | -8.2% |
| 6M | +20.4% | +98.3% | -77.8% | +3.8% |
| YTD | +30.6% | +120.7% | -90.1% | +10.0% |
| 1Y | +37.4% | +168.3% | -130.9% | +10.7% |
| 3Y | +66.1% | +571.7% | -505.6% | -3.1% |
| 5Y | +73.7% | +114.0% | -40.3% | +46.5% |
| All | +73.7% | +110.0% | -36.3% | +46.5% |
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 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