+733.5%
SMTC vs HAS
+214.9%
+518.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.6% |
| 7D | +30.5% | +1.6% | +28.9% | +29.7% |
| 30D | -30.9% | +26.6% | -57.5% | -38.9% |
| 3M | -14.7% | +29.0% | -43.7% | -25.8% |
| 6M | -9.6% | +30.6% | -40.1% | -23.3% |
| YTD | +62.1% | +51.5% | +10.6% | +22.7% |
| 1Y | +66.6% | +58.5% | +8.1% | +22.3% |
| All | +733.5% | +214.9% | +518.6% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling