+248.6%
HD vs SIMO
+394.4%
-145.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.7% |
| 7D | +1.5% | +4.1% | -2.6% | +1.1% |
| 30D | +18.0% | -24.0% | +42.0% | +20.4% |
| 3M | +2.8% | -31.8% | +34.6% | +5.3% |
| 6M | +17.0% | -36.9% | +53.9% | +18.7% |
| YTD | +3.5% | +84.8% | -81.3% | -13.4% |
| 1Y | -2.6% | +99.0% | -101.6% | -19.6% |
| 3Y | +30.7% | +217.9% | -187.2% | -4.0% |
| 5Y | +6.2% | +171.5% | -165.2% | -22.9% |
| All | +248.6% | +394.4% | -145.8% | +103.0% |
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