+1,330.6%
HST vs SMTC
+62,999.7%
-61,669.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -9.0% | -1.0% |
| 7D | -1.0% | +12.7% | -13.8% | -2.7% |
| 30D | -12.3% | +22.0% | -34.2% | -15.3% |
| 3M | -6.4% | -12.7% | +6.3% | -6.5% |
| 6M | +15.0% | +64.8% | -49.8% | +4.1% |
| YTD | +30.5% | +100.7% | -70.2% | +14.5% |
| 1Y | +35.7% | +146.9% | -111.2% | +14.8% |
| 3Y | +68.4% | +456.8% | -388.4% | +18.3% |
| 5Y | +73.1% | +89.2% | -16.1% | +38.4% |
| 10Y | +92.7% | +426.9% | -334.1% | +32.7% |
| All | +1,330.6% | +62,999.7% | -61,669.1% | +614.4% |
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