-37.6%
SMCI vs HL
+22.6%
-60.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +13.2% | -18.9% | -10.8% |
| 7D | -17.3% | +0.2% | -17.5% | -17.8% |
| 30D | -31.5% | -12.1% | -19.4% | -28.2% |
| 3M | -6.6% | -2.8% | -3.8% | -7.3% |
| 6M | +6.0% | -14.9% | +20.9% | +9.4% |
| YTD | +1.1% | -22.0% | +23.2% | +6.6% |
| 1Y | -37.6% | +25.0% | -62.6% | -42.9% |
| All | -37.6% | +22.6% | -60.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling