-8.8%
SMCI vs HWM
+24.8%
-33.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.5% | +6.9% |
| 7D | +1.3% | -11.4% | +12.7% | +7.7% |
| 30D | +6.6% | -18.5% | +25.1% | +19.4% |
| 3M | +25.4% | -13.2% | +38.6% | +34.6% |
| 6M | +26.1% | -8.7% | +34.8% | +29.3% |
| YTD | +37.0% | +12.2% | +24.8% | +23.1% |
| 1Y | -8.8% | +24.9% | -33.7% | -21.3% |
| All | -8.8% | +24.8% | -33.5% | -21.3% |
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