+21.7%
SMCI vs HIG
-0.3%
+22.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -2.2% |
| 7D | +5.2% | -0.5% | +5.7% | +4.4% |
| 30D | +23.7% | -2.8% | +26.6% | +18.9% |
| 3M | -4.2% | +6.3% | -10.6% | +7.3% |
| 6M | +21.7% | -0.1% | +21.8% | +27.7% |
| All | +21.7% | -0.3% | +22.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 6mo: compounded portfolio wealth divided by compounded HIG 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…
6mo analysis · Full analysis span regression · 6 months rolling