+655.5%
HWM vs SMTC
+110.0%
+545.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +10.0% | -20.7% | -12.4% |
| 7D | -9.2% | +22.9% | -32.1% | -12.7% |
| 30D | -17.9% | +16.6% | -34.5% | -20.8% |
| 3M | -6.0% | +2.4% | -8.5% | -8.5% |
| 6M | -7.4% | +98.3% | -105.6% | -21.7% |
| YTD | +13.1% | +120.7% | -107.6% | -6.8% |
| 1Y | +29.3% | +168.3% | -139.0% | +1.9% |
| 3Y | +389.9% | +571.7% | -181.8% | +190.3% |
| 5Y | +655.5% | +114.0% | +541.5% | +525.4% |
| All | +655.5% | +110.0% | +545.5% | +525.4% |
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 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