-19.1%
HAL vs SIMO
+434.7%
-453.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -1.0% |
| 7D | -7.9% | -8.5% | +0.6% | -6.6% |
| 30D | -2.1% | -34.8% | +32.8% | +5.2% |
| 3M | +0.4% | -32.8% | +33.3% | +5.7% |
| 6M | -19.2% | -32.0% | +12.8% | -17.6% |
| YTD | +14.4% | +87.0% | -72.7% | -12.7% |
| 1Y | +18.0% | +86.1% | -68.1% | -9.9% |
| 3Y | -9.7% | +226.4% | -236.1% | -43.7% |
| 5Y | +40.1% | +172.1% | -132.0% | -14.5% |
| 10Y | -19.1% | +408.0% | -427.1% | -64.6% |
| All | -19.1% | +434.7% | -453.8% | -64.6% |
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