+921.6%
SMCI vs HWM
+624.6%
+297.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.6% |
| 7D | -1.3% | -12.5% | +11.2% | +7.0% |
| 30D | +18.3% | -19.0% | +37.3% | +34.5% |
| 3M | +27.7% | -8.6% | +36.3% | +33.9% |
| 6M | +17.6% | -10.2% | +27.7% | +24.5% |
| YTD | +27.7% | +11.3% | +16.4% | +16.1% |
| 1Y | -14.9% | +24.3% | -39.1% | -28.5% |
| 3Y | +33.2% | +382.3% | -349.1% | -60.8% |
| 5Y | +921.6% | +640.6% | +281.0% | +127.0% |
| All | +921.6% | +624.6% | +297.0% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling