+147.6%
HL vs SIMO
+409.2%
-261.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.5% | -6.9% |
| 7D | +8.2% | -16.0% | +24.2% | +11.7% |
| 30D | -16.3% | -35.8% | +19.5% | -8.8% |
| 3M | -18.6% | -26.5% | +7.9% | -14.7% |
| 6M | -23.2% | -33.0% | +9.8% | -19.6% |
| YTD | -25.5% | +84.3% | -109.8% | -40.9% |
| 1Y | -4.8% | +82.0% | -86.8% | -24.2% |
| 3Y | +281.4% | +218.5% | +62.9% | +158.0% |
| 5Y | +137.8% | +175.0% | -37.2% | +57.6% |
| All | +147.6% | +409.2% | -261.6% | +25.5% |
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 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