+389.4%
HL vs SIMO
+3,332.4%
-2,943.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -4.5% |
| 7D | +1.5% | +4.2% | -2.8% | +0.4% |
| 30D | +25.1% | +4.1% | +21.0% | +22.6% |
| 3M | +22.9% | -12.9% | +35.8% | +23.8% |
| 6M | -4.9% | +110.3% | -115.3% | -24.6% |
| YTD | +7.8% | +178.6% | -170.7% | -20.6% |
| 1Y | +133.9% | +220.0% | -86.1% | +66.0% |
| 3Y | +380.9% | +409.0% | -28.1% | +199.5% |
| 5Y | +230.2% | +277.3% | -47.1% | +109.7% |
| 10Y | +265.6% | +506.6% | -241.0% | +93.9% |
| All | +389.4% | +3,332.4% | -2,943.0% | +8.0% |
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