+6.7%
HD vs SIMO
+170.3%
-163.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.3% |
| 7D | +1.5% | +4.1% | -2.6% | +1.3% |
| 30D | +18.0% | -24.0% | +42.0% | +18.9% |
| 3M | +2.8% | -31.8% | +34.6% | +3.8% |
| 6M | +17.0% | -36.9% | +53.9% | +17.6% |
| YTD | +3.5% | +84.8% | -81.3% | -7.9% |
| 1Y | -2.6% | +99.0% | -101.6% | -14.2% |
| 3Y | +30.7% | +217.9% | -187.2% | +6.0% |
| All | +6.7% | +170.3% | -163.7% | -12.2% |
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