+10.8%
HD vs SIMO
+269.6%
-258.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.3% |
| 30D | -8.4% | +4.1% | -12.5% | -8.8% |
| 3M | +4.3% | -12.9% | +17.2% | +4.5% |
| 6M | -11.1% | +110.3% | -121.5% | -18.8% |
| YTD | -4.7% | +178.6% | -183.2% | -16.2% |
| 1Y | -19.8% | +220.0% | -239.8% | -31.1% |
| 3Y | +4.1% | +409.0% | -404.9% | -17.2% |
| All | +10.8% | +269.6% | -258.8% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling