+1,579.2%
HWM vs SMTC
+365.8%
+1,213.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.8% | -7.8% | +1.9% |
| 7D | +1.6% | -4.8% | +6.4% | +2.2% |
| 30D | -3.9% | -37.8% | +33.9% | +6.3% |
| 3M | -23.2% | -16.5% | -6.8% | -22.7% |
| 6M | -20.0% | -4.4% | -15.6% | -24.9% |
| YTD | +5.7% | +58.0% | -52.3% | -15.2% |
| 1Y | +4.9% | +62.0% | -57.1% | -16.9% |
| 3Y | +347.0% | +745.7% | -398.7% | +75.1% |
| 5Y | +563.0% | +29.0% | +534.0% | +397.7% |
| 10Y | +1,579.2% | +351.4% | +1,227.8% | +682.0% |
| All | +1,579.2% | +365.8% | +1,213.4% | +682.0% |
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