+1,770.3%
SMCI vs HST
+110.3%
+1,660.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.0% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +6.6% | -2.5% | +9.1% | +7.9% |
| 3M | +25.4% | -5.1% | +30.6% | +28.3% |
| 6M | +26.1% | +21.6% | +4.5% | +15.3% |
| YTD | +37.0% | +31.6% | +5.4% | +20.7% |
| 1Y | -8.8% | +36.1% | -44.9% | -21.4% |
| 3Y | +44.6% | +66.5% | -21.9% | +14.6% |
| 5Y | +995.9% | +76.6% | +919.3% | +742.9% |
| All | +1,770.3% | +110.3% | +1,660.0% | +1,206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling