+1,770.3%
SMCI vs HAS
+61.8%
+1,708.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.7% | +6.7% |
| 7D | +1.3% | -1.1% | +2.4% | +1.7% |
| 30D | +6.6% | -2.8% | +9.4% | +7.8% |
| 3M | +25.4% | +10.1% | +15.3% | +20.2% |
| 6M | +26.1% | -1.4% | +27.5% | +25.3% |
| YTD | +37.0% | +14.2% | +22.8% | +28.1% |
| 1Y | -8.8% | +18.2% | -27.0% | -16.2% |
| 3Y | +44.6% | +48.6% | -4.0% | +18.2% |
| 5Y | +995.9% | +14.2% | +981.7% | +870.0% |
| All | +1,770.3% | +61.8% | +1,708.5% | +1,295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling