+120.1%
SMTC vs HBM
+327.6%
-207.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +13.1% | -3.3% | +16.4% | +14.6% |
| 30D | +19.5% | -4.8% | +24.3% | +21.7% |
| 3M | +2.2% | -0.4% | +2.7% | +2.4% |
| 6M | +94.9% | +17.9% | +77.0% | +82.2% |
| YTD | +127.0% | +33.7% | +93.2% | +99.6% |
| 1Y | +174.6% | +95.6% | +79.0% | +108.8% |
| 3Y | +615.9% | +458.1% | +157.8% | +261.9% |
| All | +120.1% | +327.6% | -207.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling