+4,419.4%
SMCI vs HST
+67.8%
+4,351.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.3% | +4.4% |
| 7D | +6.8% | -1.0% | +7.8% | +7.2% |
| 30D | +30.6% | -12.3% | +42.8% | +37.6% |
| 3M | -15.6% | -6.4% | -9.2% | -13.3% |
| 6M | +21.3% | +15.0% | +6.2% | +15.5% |
| YTD | +35.3% | +30.5% | +4.7% | +22.7% |
| 1Y | -2.7% | +35.7% | -38.4% | -13.5% |
| 3Y | +40.3% | +68.4% | -28.1% | +15.9% |
| 5Y | +941.8% | +73.1% | +868.7% | +744.5% |
| 10Y | +1,687.4% | +92.7% | +1,594.6% | +1,201.0% |
| All | +4,419.4% | +67.8% | +4,351.6% | +2,673.7% |
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