+257.9%
HD vs SIMO
+434.7%
-176.8%
-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% | -8.5% | +12.1% | +4.2% |
| 30D | +21.6% | -34.8% | +56.4% | +26.1% |
| 3M | +0.1% | -32.8% | +33.0% | +2.7% |
| 6M | +13.0% | -32.0% | +45.0% | +13.6% |
| YTD | +4.9% | +87.0% | -82.1% | -12.2% |
| 1Y | -2.1% | +86.1% | -88.2% | -18.1% |
| 3Y | +32.6% | +226.4% | -193.8% | -2.9% |
| 5Y | +8.2% | +172.1% | -163.9% | -21.3% |
| 10Y | +257.9% | +408.0% | -150.1% | +110.7% |
| All | +257.9% | +434.7% | -176.8% | +110.7% |
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