+49.6%
HBAN vs SIMO
+3,332.4%
-3,282.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -1.9% |
| 7D | +0.7% | +4.2% | -3.6% | -0.3% |
| 30D | -3.2% | +4.1% | -7.3% | -4.7% |
| 3M | +4.0% | -12.9% | +16.8% | +3.9% |
| 6M | +3.1% | +110.3% | -107.2% | -16.7% |
| YTD | 0.0% | +178.6% | -178.5% | -24.7% |
| 1Y | -1.2% | +220.0% | -221.2% | -28.3% |
| 3Y | +72.5% | +409.0% | -336.6% | +10.8% |
| 5Y | +39.3% | +277.3% | -238.0% | -8.5% |
| 10Y | +157.3% | +506.6% | -349.3% | +42.5% |
| All | +49.6% | +3,332.4% | -3,282.8% | -63.9% |
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