+798.7%
SMTC vs HBM
+456.2%
+342.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.8% |
| 7D | +11.0% | +2.2% | +8.8% | +10.5% |
| 30D | -28.5% | -11.8% | -16.7% | -25.4% |
| 3M | -14.2% | -19.2% | +5.0% | -8.3% |
| 6M | -18.0% | -22.9% | +4.9% | -11.0% |
| YTD | +55.5% | +7.8% | +47.7% | +53.1% |
| 1Y | +69.5% | +34.9% | +34.6% | +57.4% |
| 3Y | +699.7% | +422.2% | +277.4% | +418.5% |
| 5Y | +27.4% | +192.8% | -165.4% | -9.7% |
| 10Y | +335.7% | +281.1% | +54.6% | +148.9% |
| All | +798.7% | +456.2% | +342.6% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling