+630.8%
HLT vs SIMO
+2,376.0%
-1,745.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -3.0% |
| 7D | -2.4% | +14.6% | -17.0% | -4.5% |
| 30D | -4.1% | +6.2% | -10.3% | -5.4% |
| 3M | -10.6% | +3.6% | -14.1% | -12.8% |
| 6M | +2.0% | +130.8% | -128.7% | -15.5% |
| YTD | +6.1% | +195.8% | -189.6% | -17.0% |
| 1Y | +9.8% | +225.0% | -215.2% | -16.3% |
| 3Y | +99.0% | +452.3% | -353.3% | +33.6% |
| 5Y | +151.5% | +303.6% | -152.1% | +73.6% |
| 10Y | +561.1% | +528.8% | +32.3% | +289.5% |
| All | +630.8% | +2,376.0% | -1,745.2% | +246.3% |
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 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