-23.4%
SMCI vs HWM
+7.5%
-30.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.2% |
| 3M | -31.4% | -21.9% | -9.5% | -21.2% |
| 6M | -16.0% | -19.0% | +3.0% | -5.6% |
| YTD | -8.2% | +7.9% | -16.1% | -15.6% |
| 1Y | -23.4% | +9.9% | -33.4% | -30.4% |
| All | -23.4% | +7.5% | -30.9% | -30.4% |
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