+1,773.8%
HWM vs SMTC
+507.4%
+1,266.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -2.8% |
| 7D | -2.1% | +12.7% | -14.9% | -5.2% |
| 30D | -11.0% | +22.0% | -33.0% | -16.5% |
| 3M | +4.0% | -12.7% | +16.7% | +4.2% |
| 6M | -0.2% | +64.8% | -65.0% | -17.7% |
| YTD | +26.7% | +100.7% | -74.0% | -1.6% |
| 1Y | +44.7% | +146.9% | -102.2% | +4.8% |
| 3Y | +426.1% | +456.8% | -30.7% | +148.5% |
| 5Y | +738.5% | +89.2% | +649.3% | +470.5% |
| All | +1,773.8% | +507.4% | +1,266.5% | +785.2% |
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