+967.2%
SMCI vs HST
+75.9%
+891.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +5.2% | -0.3% | +5.5% | +5.5% |
| 30D | +23.7% | -2.8% | +26.5% | +26.4% |
| 3M | -4.2% | -6.5% | +2.3% | +0.4% |
| 6M | +21.7% | +20.7% | +1.0% | +7.3% |
| YTD | +33.0% | +30.5% | +2.6% | +11.4% |
| 1Y | -9.3% | +36.8% | -46.1% | -27.1% |
| 3Y | +38.7% | +65.9% | -27.2% | -1.3% |
| 5Y | +967.2% | +73.9% | +893.3% | +666.8% |
| All | +967.2% | +75.9% | +891.3% | +666.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling