+945.3%
SMCI vs HAS
+97.5%
+847.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -6.6% | +1.4% | -8.0% | -7.0% |
| 30D | -24.9% | +26.3% | -51.2% | -31.4% |
| 3M | -31.4% | +25.6% | -57.0% | -37.3% |
| 6M | -16.0% | +30.3% | -46.3% | -25.0% |
| YTD | -8.2% | +50.4% | -58.6% | -22.9% |
| 1Y | -23.4% | +57.7% | -81.2% | -37.0% |
| 3Y | +5.0% | +213.4% | -208.4% | -34.9% |
| 5Y | +514.9% | +49.1% | +465.8% | +390.8% |
| All | +945.3% | +97.5% | +847.8% | +641.2% |
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