+40.4%
SMCI vs HWM
+389.8%
-349.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | +5.2% | -8.0% | +13.3% | +9.7% |
| 30D | +23.7% | -18.0% | +41.8% | +37.9% |
| 3M | -4.2% | -9.5% | +5.3% | +1.2% |
| 6M | +21.7% | -8.4% | +30.1% | +26.6% |
| YTD | +33.0% | +13.6% | +19.4% | +20.9% |
| 1Y | -9.3% | +30.2% | -39.5% | -24.2% |
| All | +40.4% | +389.8% | -349.4% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling