+442.4%
HWM vs SMTC
+514.4%
-72.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -1.8% |
| 7D | -2.1% | +12.7% | -14.9% | -3.9% |
| 30D | -11.0% | +22.0% | -33.0% | -14.2% |
| 3M | +4.0% | -12.7% | +16.7% | +4.3% |
| 6M | -0.2% | +64.8% | -65.0% | -10.7% |
| YTD | +26.7% | +100.7% | -74.0% | +9.6% |
| 1Y | +44.7% | +146.9% | -102.2% | +20.6% |
| All | +442.4% | +514.4% | -72.1% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling