+100.8%
HBAN vs SIMO
+394.4%
-293.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.4% |
| 7D | +2.3% | +4.1% | -1.8% | +1.6% |
| 30D | +4.8% | -24.0% | +28.7% | +8.1% |
| 3M | -10.1% | -31.8% | +21.7% | -6.7% |
| 6M | +5.0% | -36.9% | +41.9% | +7.8% |
| YTD | -6.1% | +84.8% | -91.0% | -24.2% |
| 1Y | +4.6% | +99.0% | -94.4% | -17.0% |
| 3Y | +74.9% | +217.9% | -143.0% | +21.5% |
| 5Y | +21.4% | +171.5% | -150.0% | -16.3% |
| All | +100.8% | +394.4% | -293.6% | +11.8% |
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