+129.2%
HPE vs SIMO
+226.2%
-97.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.7% | -13.2% | -6.1% |
| 7D | -0.6% | +4.2% | -4.8% | -1.5% |
| 30D | -2.3% | +4.1% | -6.4% | -3.6% |
| 3M | -2.9% | -12.9% | +10.0% | -1.8% |
| 6M | +143.6% | +110.3% | +33.2% | +123.9% |
| YTD | +118.5% | +178.6% | -60.1% | +87.0% |
| 1Y | +129.2% | +220.0% | -90.8% | +90.8% |
| All | +129.2% | +226.2% | -97.0% | +90.8% |
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