+1,423.3%
HD vs SIMO
+1,993.5%
-570.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.8% | +0.2% |
| 7D | +6.4% | -31.4% | +37.8% | +10.8% |
| 30D | +22.1% | -45.2% | +67.2% | +30.0% |
| 3M | -0.2% | -36.5% | +36.3% | +3.4% |
| 6M | +12.6% | -34.2% | +46.8% | +14.0% |
| YTD | +3.9% | +69.9% | -66.0% | -9.9% |
| 1Y | -3.7% | +60.4% | -64.2% | -16.0% |
| 3Y | +27.9% | +203.1% | -175.3% | -0.5% |
| 5Y | +7.8% | +145.4% | -137.6% | -15.9% |
| 10Y | +269.4% | +368.9% | -99.5% | +151.9% |
| All | +1,423.3% | +1,993.5% | -570.2% | +565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling