+45.9%
HLT vs SIMO
+94.5%
-48.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.4% |
| 7D | +7.7% | -16.9% | +24.6% | +7.5% |
| 30D | +19.1% | -35.4% | +54.5% | +18.7% |
| 3M | +20.7% | -31.9% | +52.6% | +20.3% |
| 6M | +21.0% | -19.3% | +40.3% | +20.9% |
| YTD | +31.3% | +98.5% | -67.2% | +25.6% |
| 1Y | +45.9% | +100.5% | -54.6% | +39.3% |
| All | +45.9% | +94.5% | -48.6% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling