+32.8%
SMTC vs HBM
+203.5%
-170.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.0% |
| 7D | +30.5% | +5.1% | +25.4% | +28.1% |
| 30D | -30.9% | -15.8% | -15.1% | -24.9% |
| 3M | -14.7% | -22.4% | +7.7% | -4.2% |
| 6M | -9.6% | -20.2% | +10.7% | +0.3% |
| YTD | +62.1% | +9.0% | +53.1% | +56.7% |
| 1Y | +66.6% | +27.4% | +39.2% | +51.7% |
| 3Y | +718.1% | +424.2% | +293.8% | +329.9% |
| 5Y | +32.8% | +196.1% | -163.3% | -20.5% |
| All | +32.8% | +203.5% | -170.7% | -20.5% |
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 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