+2,288.3%
SMCI vs HLT
+641.8%
+1,646.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +1.3% | -1.6% | +2.9% | +2.2% |
| 30D | +6.6% | -5.0% | +11.6% | +9.5% |
| 3M | +25.4% | -10.4% | +35.8% | +32.4% |
| 6M | +26.1% | +3.2% | +22.9% | +23.9% |
| YTD | +37.0% | +6.7% | +30.3% | +32.1% |
| 1Y | -8.8% | +10.3% | -19.0% | -14.3% |
| 3Y | +44.6% | +99.3% | -54.7% | -2.0% |
| 5Y | +995.9% | +143.7% | +852.2% | +562.1% |
| 10Y | +1,801.4% | +584.7% | +1,216.6% | +544.2% |
| All | +2,288.3% | +641.8% | +1,646.5% | +692.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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