+499.6%
SMTC vs HBM
+622.7%
-123.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.5% | +4.6% | -0.5% |
| 7D | +17.5% | -3.7% | +21.3% | +19.0% |
| 30D | +21.3% | -3.7% | +25.0% | +22.7% |
| 3M | +3.1% | +8.0% | -4.9% | +0.9% |
| 6M | +81.7% | +15.8% | +65.9% | +73.3% |
| YTD | +115.9% | +34.4% | +81.6% | +94.7% |
| 1Y | +157.8% | +98.2% | +59.7% | +105.7% |
| 3Y | +557.3% | +476.6% | +80.7% | +273.2% |
| 5Y | +114.7% | +331.1% | -216.4% | +24.3% |
| All | +499.6% | +622.7% | -123.1% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling