+143.7%
HLT vs SIMO
+287.2%
-143.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.2% |
| 7D | -2.6% | +12.5% | -15.1% | -3.8% |
| 30D | -2.6% | +18.4% | -21.0% | -4.5% |
| 3M | -9.4% | +5.6% | -15.0% | -11.1% |
| 6M | +2.7% | +116.9% | -114.2% | -10.2% |
| YTD | +6.8% | +188.4% | -181.6% | -12.0% |
| 1Y | +12.4% | +221.3% | -208.9% | -9.8% |
| 3Y | +100.2% | +438.6% | -338.4% | +42.7% |
| 5Y | +143.7% | +287.9% | -144.2% | +87.5% |
| All | +143.7% | +287.2% | -143.5% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling