+1,388.5%
HWM vs SMTC
+323.9%
+1,064.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.7% | -10.2% | -0.6% |
| 7D | +3.4% | -19.0% | +22.4% | +8.2% |
| 30D | -7.5% | -46.7% | +39.2% | +6.4% |
| 3M | -28.9% | -23.4% | -5.5% | -26.8% |
| 6M | -19.6% | -13.4% | -6.2% | -22.7% |
| YTD | +0.6% | +40.1% | -39.5% | -16.8% |
| 1Y | +0.3% | +47.7% | -47.4% | -18.7% |
| 3Y | +326.1% | +606.9% | -280.8% | +76.1% |
| 5Y | +525.2% | +14.4% | +510.8% | +383.9% |
| 10Y | +1,492.9% | +322.5% | +1,170.4% | +699.1% |
| All | +1,388.5% | +323.9% | +1,064.6% | +649.0% |
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 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