+601.8%
SMTC vs HBM
+506.5%
+95.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +22.5% | +5.5% | +17.0% | +19.5% |
| 30D | +24.9% | +3.3% | +21.6% | +22.9% |
| 3M | +4.1% | +12.7% | -8.6% | -1.7% |
| 6M | +92.6% | +28.2% | +64.4% | +70.5% |
| YTD | +122.5% | +45.3% | +77.2% | +82.6% |
| 1Y | +166.2% | +121.7% | +44.5% | +79.3% |
| All | +601.8% | +506.5% | +95.3% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling