+40.3%
HBAN vs SIMO
+2,177.2%
-2,136.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.6% |
| 7D | +2.3% | +4.1% | -1.8% | +1.4% |
| 30D | +4.8% | -24.0% | +28.7% | +9.0% |
| 3M | -10.1% | -31.8% | +21.7% | -5.7% |
| 6M | +5.0% | -36.9% | +41.9% | +8.7% |
| YTD | -6.1% | +84.8% | -91.0% | -25.2% |
| 1Y | +4.6% | +99.0% | -94.4% | -18.1% |
| 3Y | +74.9% | +217.9% | -143.0% | +20.6% |
| 5Y | +21.4% | +171.5% | -150.0% | -16.9% |
| 10Y | +105.3% | +393.3% | -288.0% | +15.7% |
| All | +40.3% | +2,177.2% | -2,136.9% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling