+388.5%
HPE vs SIMO
+423.7%
-35.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +13.6% | +14.9% | -1.3% | +9.1% |
| 30D | -27.1% | -27.0% | -0.1% | -20.5% |
| 3M | -14.5% | -25.4% | +10.9% | -7.6% |
| 6M | +66.9% | -30.3% | +97.2% | +80.8% |
| YTD | +111.3% | +95.8% | +15.5% | +65.1% |
| 1Y | +117.5% | +100.0% | +17.5% | +68.8% |
| 3Y | +238.1% | +238.3% | -0.2% | +120.5% |
| 5Y | +292.4% | +187.6% | +104.8% | +153.1% |
| All | +388.5% | +423.7% | -35.2% | +139.3% |
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