+7.5%
SMR vs HLT
+111.2%
-103.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.8% |
| 7D | +13.1% | -1.5% | +14.5% | +13.9% |
| 30D | +17.8% | -1.2% | +19.0% | +18.1% |
| 3M | +8.1% | -10.3% | +18.4% | +15.3% |
| 6M | -11.1% | +1.3% | -12.4% | -12.2% |
| YTD | -23.7% | +7.0% | -30.7% | -27.3% |
| 1Y | -69.4% | +11.9% | -81.3% | -72.0% |
| 3Y | +82.6% | +100.7% | -18.1% | +29.5% |
| All | +7.5% | +111.2% | -103.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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