+1,539.5%
SMCI vs HWM
+1,301.3%
+238.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.1% |
| 7D | -1.3% | -12.5% | +11.2% | +4.3% |
| 30D | +18.3% | -19.0% | +37.3% | +29.1% |
| 3M | +27.7% | -8.6% | +36.3% | +32.2% |
| 6M | +17.6% | -10.2% | +27.7% | +22.8% |
| YTD | +27.7% | +11.3% | +16.4% | +20.9% |
| 1Y | -14.9% | +24.3% | -39.1% | -23.3% |
| 3Y | +33.2% | +382.3% | -349.1% | -33.4% |
| 5Y | +921.6% | +640.6% | +281.0% | +337.6% |
| All | +1,539.5% | +1,301.3% | +238.2% | +421.5% |
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