+215.9%
HL vs SIMO
+2,312.3%
-2,096.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.9% |
| 7D | -7.6% | +14.9% | -22.5% | -10.5% |
| 30D | -17.5% | -27.0% | +9.5% | -12.3% |
| 3M | -26.2% | -25.4% | -0.8% | -22.9% |
| 6M | -35.1% | -30.3% | -4.8% | -32.6% |
| YTD | -30.4% | +95.8% | -126.2% | -45.4% |
| 1Y | -14.0% | +100.0% | -114.0% | -32.9% |
| 3Y | +256.3% | +238.3% | +18.1% | +139.7% |
| 5Y | +112.5% | +187.6% | -75.1% | +41.2% |
| 10Y | +131.3% | +422.5% | -291.2% | +25.2% |
| All | +215.9% | +2,312.3% | -2,096.4% | -25.7% |
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