+945.5%
SMCI vs HWM
+1,487.1%
-541.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -6.6% | +7.3% | -13.9% | -9.5% |
| 30D | -24.9% | +1.6% | -26.5% | -25.9% |
| 3M | -31.4% | -21.9% | -9.5% | -24.4% |
| 6M | -16.0% | -19.0% | +3.0% | -8.7% |
| YTD | -8.2% | +7.9% | -16.1% | -12.5% |
| 1Y | -23.4% | +9.9% | -33.4% | -27.6% |
| 3Y | +5.0% | +342.1% | -337.1% | -45.9% |
| 5Y | +515.0% | +600.8% | -85.8% | +167.7% |
| All | +945.5% | +1,487.1% | -541.5% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling