+1,059.9%
SMTC vs HBM
+613.3%
+446.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.2% | +9.5% |
| 7D | +12.7% | -6.4% | +19.1% | +14.7% |
| 30D | +22.0% | +5.9% | +16.1% | +20.0% |
| 3M | -12.7% | -8.9% | -3.8% | -10.3% |
| 6M | +64.8% | +10.7% | +54.1% | +60.3% |
| YTD | +100.7% | +38.3% | +62.4% | +82.8% |
| 1Y | +146.9% | +121.3% | +25.6% | +98.5% |
| 3Y | +456.8% | +450.6% | +6.2% | +249.8% |
| 5Y | +89.2% | +338.0% | -248.8% | +19.3% |
| 10Y | +426.9% | +578.6% | -151.7% | +159.8% |
| All | +1,059.9% | +613.3% | +446.6% | +344.6% |
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