+5.8%
HD vs SIMO
+154.7%
-148.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.0% |
| 7D | +4.3% | -22.0% | +26.3% | +5.2% |
| 30D | +20.2% | -43.0% | +63.2% | +22.8% |
| 3M | -1.0% | -39.1% | +38.1% | +0.5% |
| 6M | +7.9% | -33.3% | +41.2% | +7.8% |
| YTD | +2.0% | +77.0% | -75.0% | -9.0% |
| 1Y | -4.3% | +73.0% | -77.3% | -14.5% |
| 3Y | +25.9% | +215.7% | -189.8% | +1.9% |
| All | +5.8% | +154.7% | -148.9% | -11.6% |
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