+980.0%
SMCI vs HL
+235.2%
+744.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.5% |
| 7D | +1.3% | -4.4% | +5.6% | +2.3% |
| 30D | +6.6% | +9.3% | -2.7% | +4.0% |
| 3M | +25.4% | +32.0% | -6.5% | +17.2% |
| 6M | +26.1% | -6.4% | +32.6% | +26.4% |
| YTD | +37.0% | +3.1% | +33.9% | +34.0% |
| 1Y | -8.8% | +77.6% | -86.3% | -19.2% |
| 3Y | +44.6% | +392.8% | -348.2% | +2.9% |
| All | +980.0% | +235.2% | +744.8% | +673.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling