-2.6%
HD vs SIMO
+77.7%
-80.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.8% |
| 7D | +5.2% | -16.0% | +21.2% | +4.5% |
| 30D | +20.7% | -35.8% | +56.5% | +19.2% |
| 3M | +0.8% | -26.5% | +27.3% | 0.0% |
| 6M | +12.2% | -33.0% | +45.2% | +11.1% |
| YTD | +4.2% | +84.3% | -80.1% | -0.5% |
| 1Y | -2.6% | +82.0% | -84.5% | -6.7% |
| All | -2.6% | +77.7% | -80.3% | -6.7% |
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 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