+153.3%
HBAN vs SIMO
+557.5%
-404.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.3% |
| 7D | -1.9% | +12.5% | -14.5% | -3.9% |
| 30D | -5.9% | +18.4% | -24.3% | -8.7% |
| 3M | +0.2% | +5.6% | -5.4% | -2.9% |
| 6M | +6.6% | +116.9% | -110.3% | -12.2% |
| YTD | -1.7% | +188.4% | -190.1% | -24.6% |
| 1Y | -1.7% | +221.3% | -223.0% | -26.9% |
| 3Y | +74.9% | +438.6% | -363.7% | +13.6% |
| 5Y | +36.0% | +287.9% | -251.9% | -9.2% |
| All | +153.3% | +557.5% | -404.2% | +40.1% |
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