+4,167.1%
SMCI vs HL
+136.1%
+4,031.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.3% |
| 7D | -1.3% | -5.6% | +4.3% | -0.4% |
| 30D | +18.3% | +12.7% | +5.5% | +15.7% |
| 3M | +27.7% | +42.5% | -14.8% | +20.4% |
| 6M | +17.6% | -9.0% | +26.6% | +19.2% |
| YTD | +27.7% | +4.4% | +23.3% | +25.9% |
| 1Y | -14.9% | +82.7% | -97.5% | -23.3% |
| 3Y | +33.2% | +406.3% | -373.1% | -0.3% |
| 5Y | +921.6% | +238.2% | +683.4% | +681.2% |
| 10Y | +1,672.4% | +268.9% | +1,403.5% | +1,063.9% |
| All | +4,167.1% | +136.1% | +4,031.0% | +2,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling