+523.6%
SMCI vs HWM
+591.3%
-67.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -6.6% | +7.3% | -13.9% | -10.8% |
| 30D | -24.9% | +1.6% | -26.5% | -26.4% |
| 3M | -31.4% | -21.9% | -9.5% | -20.7% |
| 6M | -16.0% | -19.0% | +3.0% | -5.0% |
| YTD | -8.2% | +7.9% | -16.1% | -16.0% |
| 1Y | -23.4% | +9.9% | -33.4% | -30.9% |
| 3Y | +5.0% | +342.1% | -337.1% | -68.9% |
| All | +523.6% | +591.3% | -67.7% | +30.0% |
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