+243.3%
HL vs SIMO
+297.1%
-53.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -2.2% |
| 7D | +7.1% | +14.6% | -7.5% | +4.3% |
| 30D | +21.4% | +6.2% | +15.2% | +19.4% |
| 3M | +37.4% | +3.6% | +33.9% | +33.7% |
| 6M | +0.4% | +130.8% | -130.4% | -18.3% |
| YTD | +6.7% | +195.8% | -189.1% | -18.5% |
| 1Y | +102.4% | +225.0% | -122.6% | +50.8% |
| 3Y | +417.4% | +452.3% | -34.9% | +243.5% |
| 5Y | +243.3% | +303.6% | -60.3% | +121.6% |
| All | +243.3% | +297.1% | -53.8% | +121.6% |
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 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