Houston American Energy (HUSA) had the highest return between 2000 and 2005 by a small-cap US stock, returning 815,339.5%.

ASSET	YEARS	% RETURN
Houston American Energy (HUSA)	2000-2005	815,339.5%
Site Centers (SITC)	2000-2005	5,476.39%
Companhia Siderurgica Nacional ADR (SID)	2000-2005	1,940.78%
BJs Restaurants (BJRI)	2000-2005	1,825.14%
McEwen Mining (MUX)	2000-2005	1,765.12%
Denison Mines (DNN)	2000-2005	1,665.05%
USANA Health Sciences (USNA)	2000-2005	1,478.86%
Hovnanian Enterprises (HOV)	2000-2005	1,472.75%
RPC (RES)	2000-2005	1,307%
Mednax (MD)	2000-2005	1,165.29%
NAPCO Security Technologies (NSSC)	2000-2005	1,069.88%
Beazer Homes USA (BZH)	2000-2005	1,033.14%
World Kinect (WKC)	2000-2005	884.66%
Mesabi Trust (MSB)	2000-2005	878.11%
China Yuchai International (CYD)	2000-2005	877.08%
Tetra Technologies (TTI)	2000-2005	863.85%
Cryoport (CYRX)	2000-2005	856.52%
Arq (ARQ)	2000-2005	812.01%
Community West Bancshares (CWBC)	2000-2005	801.79%
Avadel Pharmaceuticals (AVDL)	2000-2005	788.47%
Hope Bancorp (HOPE)	2000-2005	752.92%
Consolidated Water (CWCO)	2000-2005	681.49%
Monarch Casino & Resort (MCRI)	2000-2005	669.35%
National HealthCare (NHC)	2000-2005	636.07%
Nordic American Tankers (NAT)	2000-2005	591.2%

Small-cap stocks are treated as having a market cap between $300M and $2B.