-16.8%
HAL vs SIMO
+453.3%
-470.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.7% | -5.3% | +1.7% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | +1.0% | -25.4% | +26.4% | +5.8% |
| 3M | -2.1% | -17.8% | +15.6% | -0.8% |
| 6M | -17.5% | -29.6% | +12.1% | -16.3% |
| YTD | +18.1% | +100.3% | -82.2% | -11.1% |
| 1Y | +19.7% | +100.4% | -80.6% | -10.0% |
| 3Y | -7.9% | +246.1% | -254.0% | -43.2% |
| 5Y | +53.1% | +189.8% | -136.7% | -7.8% |
| 10Y | -16.8% | +434.6% | -451.4% | -64.5% |
| All | -16.8% | +453.3% | -470.1% | -64.5% |
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