+540.2%
HPE vs SIMO
+548.4%
-8.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.6% |
| 7D | +13.6% | +14.5% | -0.9% | +9.5% |
| 30D | +7.7% | +20.4% | -12.7% | +2.2% |
| 3M | +22.4% | +7.1% | +15.3% | +17.7% |
| 6M | +172.6% | +129.2% | +43.3% | +109.3% |
| YTD | +147.5% | +201.9% | -54.4% | +72.7% |
| 1Y | +151.8% | +235.5% | -83.7% | +69.5% |
| 3Y | +267.1% | +463.8% | -196.8% | +110.4% |
| 5Y | +362.8% | +306.7% | +56.1% | +174.0% |
| 10Y | +540.2% | +579.5% | -39.3% | +192.3% |
| All | +540.2% | +548.4% | -8.2% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling