+99.9%
HLT vs SIMO
+469.0%
-369.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -1.5% | +14.5% | -16.0% | -2.4% |
| 30D | -1.2% | +20.4% | -21.7% | -2.6% |
| 3M | -10.3% | +7.1% | -17.5% | -11.5% |
| 6M | +1.3% | +129.2% | -128.0% | -10.0% |
| YTD | +7.0% | +201.9% | -194.9% | -10.5% |
| 1Y | +11.9% | +235.5% | -223.6% | -9.4% |
| All | +99.9% | +469.0% | -369.1% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling