+284.2%
HL vs SIMO
+548.4%
-264.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +0.4% | +14.5% | -14.1% | -2.7% |
| 30D | +18.8% | +20.4% | -1.6% | +13.6% |
| 3M | +43.7% | +7.1% | +36.6% | +38.1% |
| 6M | -1.0% | +129.2% | -130.3% | -22.3% |
| YTD | +8.7% | +201.9% | -193.2% | -20.8% |
| 1Y | +105.0% | +235.5% | -130.5% | +44.8% |
| 3Y | +427.3% | +463.8% | -36.6% | +222.5% |
| 5Y | +249.3% | +306.7% | -57.4% | +119.0% |
| 10Y | +284.2% | +579.5% | -295.3% | +96.0% |
| All | +284.2% | +548.4% | -264.2% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling