-2.7%
SMCI vs PH
+30.5%
-33.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.7% |
| 7D | +6.8% | -3.1% | +9.8% | +8.8% |
| 30D | +30.6% | -3.2% | +33.8% | +32.4% |
| 3M | -15.6% | +10.6% | -26.2% | -20.3% |
| 6M | +21.3% | -2.1% | +23.4% | +18.2% |
| YTD | +35.3% | +10.2% | +25.1% | +29.6% |
| 1Y | -2.7% | +28.2% | -31.0% | -5.1% |
| All | -2.7% | +30.5% | -33.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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