+2,967.4%
SMCI vs HST
+95.8%
+2,871.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -6.6% | +3.6% | -10.1% | -7.9% |
| 30D | -24.9% | +11.2% | -36.1% | -28.1% |
| 3M | -31.4% | +13.1% | -44.5% | -34.8% |
| 6M | -16.0% | +23.9% | -39.9% | -23.0% |
| YTD | -8.2% | +52.3% | -60.5% | -21.8% |
| 1Y | -23.4% | +56.7% | -80.1% | -35.6% |
| 3Y | +5.0% | +87.5% | -82.5% | -17.1% |
| 5Y | +515.0% | +82.8% | +432.2% | +385.3% |
| 10Y | +953.7% | +134.6% | +819.2% | +609.8% |
| All | +2,967.4% | +95.8% | +2,871.5% | +1,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling