+537.4%
HWM vs SMTC
+13.5%
+523.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.7% | -10.2% | +0.3% |
| 7D | +3.4% | -19.0% | +22.4% | +6.7% |
| 30D | -7.5% | -46.7% | +39.2% | +1.9% |
| 3M | -28.9% | -23.4% | -5.5% | -27.3% |
| 6M | -19.6% | -13.4% | -6.2% | -21.6% |
| YTD | +0.6% | +40.1% | -39.5% | -11.6% |
| 1Y | +0.3% | +47.7% | -47.4% | -13.0% |
| 3Y | +326.1% | +606.9% | -280.8% | +140.3% |
| All | +537.4% | +13.5% | +523.9% | +497.3% |
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