-2.7%
SMCI vs HWM
+48.6%
-51.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.8% |
| 7D | +6.8% | -2.1% | +8.9% | +7.8% |
| 30D | +30.6% | -11.0% | +41.6% | +40.6% |
| 3M | -15.6% | +4.0% | -19.6% | -17.5% |
| 6M | +21.3% | -0.2% | +21.5% | +18.9% |
| YTD | +35.3% | +26.7% | +8.6% | +14.5% |
| 1Y | -2.7% | +44.7% | -47.4% | -20.8% |
| All | -2.7% | +48.6% | -51.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling