+30.0%
HD vs SIMO
+220.9%
-190.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | +5.2% | -16.0% | +21.2% | +5.3% |
| 30D | +20.7% | -35.8% | +56.5% | +21.4% |
| 3M | +0.8% | -26.5% | +27.3% | +0.8% |
| 6M | +12.2% | -33.0% | +45.2% | +11.8% |
| YTD | +4.2% | +84.3% | -80.1% | -6.1% |
| 1Y | -2.6% | +82.0% | -84.5% | -12.2% |
| 3Y | +30.0% | +218.5% | -188.5% | +1.3% |
| All | +30.0% | +220.9% | -190.9% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling