+264.7%
HL vs SIMO
+2,211.6%
-1,947.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.7% | -1.1% | +3.3% |
| 7D | +13.8% | -8.2% | +22.0% | +15.2% |
| 30D | -9.7% | -34.6% | +24.9% | -1.6% |
| 3M | -8.5% | -32.6% | +24.1% | -2.3% |
| 6M | -17.2% | -31.8% | +14.7% | -13.5% |
| YTD | -19.6% | +87.6% | -107.3% | -36.4% |
| 1Y | +11.1% | +86.7% | -75.5% | -11.8% |
| 3Y | +299.7% | +227.4% | +72.3% | +171.0% |
| 5Y | +156.5% | +173.0% | -16.5% | +72.6% |
| 10Y | +122.4% | +409.6% | -287.3% | +21.1% |
| All | +264.7% | +2,211.6% | -1,947.0% | -13.4% |
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