+151.8%
HPE vs SIMO
+234.0%
-82.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.7% |
| 7D | +13.6% | +14.5% | -0.9% | +10.6% |
| 30D | +7.7% | +20.4% | -12.7% | +3.7% |
| 3M | +22.4% | +7.1% | +15.3% | +19.6% |
| 6M | +172.6% | +129.2% | +43.3% | +146.4% |
| YTD | +147.5% | +201.9% | -54.4% | +108.1% |
| 1Y | +151.8% | +235.5% | -83.7% | +108.0% |
| All | +151.8% | +234.0% | -82.2% | +108.0% |
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