+299.7%
HL vs SIMO
+230.1%
+69.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.7% | -1.1% | +3.4% |
| 7D | +13.8% | -8.2% | +22.0% | +15.0% |
| 30D | -9.7% | -34.6% | +24.9% | -2.4% |
| 3M | -8.5% | -32.6% | +24.1% | -2.8% |
| 6M | -17.2% | -31.8% | +14.7% | -13.8% |
| YTD | -19.6% | +87.6% | -107.3% | -39.2% |
| 1Y | +11.1% | +86.7% | -75.5% | -15.9% |
| 3Y | +299.7% | +227.4% | +72.3% | +120.2% |
| All | +299.7% | +230.1% | +69.6% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling