+575.2%
HLT vs SIMO
+605.2%
-29.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.3% | -1.0% |
| 7D | -1.6% | +11.0% | -12.6% | -3.1% |
| 30D | -5.0% | +17.9% | -22.9% | -7.6% |
| 3M | -10.4% | +3.9% | -14.3% | -12.5% |
| 6M | +3.2% | +131.0% | -127.8% | -14.5% |
| YTD | +6.7% | +209.3% | -202.6% | -17.4% |
| 1Y | +10.3% | +223.8% | -213.5% | -16.0% |
| 3Y | +99.3% | +479.2% | -379.9% | +31.2% |
| 5Y | +143.7% | +316.0% | -172.3% | +65.9% |
| All | +575.2% | +605.2% | -29.9% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling