+3.2%
HAL vs SIMO
+514.4%
-511.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -2.3% |
| 7D | +2.9% | +4.2% | -1.3% | +2.0% |
| 30D | +17.0% | +4.1% | +13.0% | +15.2% |
| 3M | -9.7% | -12.9% | +3.2% | -9.6% |
| 6M | +8.6% | +110.3% | -101.7% | -14.4% |
| YTD | +33.0% | +178.6% | -145.6% | -4.2% |
| 1Y | +68.3% | +220.0% | -151.7% | +15.5% |
| 3Y | +0.1% | +409.0% | -408.9% | -41.9% |
| 5Y | +102.6% | +277.3% | -174.7% | +19.6% |
| All | +3.2% | +514.4% | -511.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling