+208.5%
HD vs SIMO
+514.4%
-305.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.1% |
| 7D | -2.1% | +4.2% | -6.3% | -2.6% |
| 30D | -8.4% | +4.1% | -12.5% | -9.3% |
| 3M | +4.3% | -12.9% | +17.2% | +4.3% |
| 6M | -11.1% | +110.3% | -121.5% | -23.5% |
| YTD | -4.7% | +178.6% | -183.2% | -22.4% |
| 1Y | -19.8% | +220.0% | -239.8% | -36.7% |
| 3Y | +4.1% | +409.0% | -404.9% | -26.3% |
| 5Y | +10.3% | +277.3% | -267.0% | -20.5% |
| All | +208.5% | +514.4% | -305.9% | +84.8% |
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