-4.3%
HD vs SIMO
+67.0%
-71.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.7% |
| 7D | +4.3% | -22.0% | +26.3% | +3.4% |
| 30D | +20.2% | -43.0% | +63.2% | +18.3% |
| 3M | -1.0% | -39.1% | +38.1% | -2.2% |
| 6M | +7.9% | -33.3% | +41.2% | +6.7% |
| YTD | +2.0% | +77.0% | -75.0% | -2.6% |
| 1Y | -4.3% | +73.0% | -77.3% | -8.1% |
| All | -4.3% | +67.0% | -71.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling