+116.4%
HPE vs SIMO
+94.5%
+22.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.6% | +3.9% | -3.2% |
| 7D | -17.0% | -16.9% | -0.1% | -13.0% |
| 30D | -26.7% | -35.4% | +8.6% | -19.0% |
| 3M | -4.1% | -31.9% | +27.7% | +4.3% |
| 6M | +75.4% | -19.3% | +94.7% | +89.2% |
| YTD | +111.0% | +98.5% | +12.6% | +108.2% |
| 1Y | +116.4% | +100.5% | +15.9% | +112.7% |
| All | +116.4% | +94.5% | +22.0% | +112.7% |
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