+247.2%
HD vs SIMO
+395.4%
-148.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | +5.2% | -16.0% | +21.2% | +6.8% |
| 30D | +20.7% | -35.8% | +56.5% | +25.5% |
| 3M | +0.8% | -26.5% | +27.3% | +2.3% |
| 6M | +12.2% | -33.0% | +45.2% | +12.9% |
| YTD | +4.2% | +84.3% | -80.1% | -12.7% |
| 1Y | -2.6% | +82.0% | -84.5% | -18.3% |
| 3Y | +30.0% | +218.5% | -188.5% | -4.5% |
| 5Y | +8.1% | +175.0% | -166.9% | -21.7% |
| 10Y | +247.2% | +407.5% | -160.3% | +104.6% |
| All | +247.2% | +395.4% | -148.2% | +104.6% |
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