+257.9%
HD vs SIMO
+436.4%
-178.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.3% |
| 7D | +3.6% | -8.2% | +11.8% | +4.2% |
| 30D | +21.6% | -34.6% | +56.2% | +26.1% |
| 3M | +0.1% | -32.6% | +32.7% | +2.6% |
| 6M | +13.0% | -31.8% | +44.8% | +13.5% |
| YTD | +4.9% | +87.6% | -82.7% | -12.2% |
| 1Y | -2.1% | +86.7% | -88.7% | -18.2% |
| 3Y | +32.6% | +227.4% | -194.8% | -2.9% |
| 5Y | +8.2% | +173.0% | -164.8% | -21.3% |
| 10Y | +257.9% | +409.6% | -151.7% | +110.6% |
| All | +257.9% | +436.4% | -178.5% | +110.6% |
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