+343.8%
HPE vs SIMO
+297.1%
+46.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.2% | +1.6% | +6.2% |
| 7D | +10.1% | +14.6% | -4.5% | +6.3% |
| 30D | +5.3% | +6.2% | -0.9% | +3.1% |
| 3M | +12.7% | +3.6% | +9.1% | +9.6% |
| 6M | +167.7% | +130.8% | +36.9% | +110.5% |
| YTD | +135.5% | +195.8% | -60.3% | +69.8% |
| 1Y | +143.4% | +225.0% | -81.6% | +69.8% |
| 3Y | +249.2% | +452.3% | -203.1% | +108.7% |
| 5Y | +343.8% | +303.6% | +40.2% | +164.4% |
| All | +343.8% | +297.1% | +46.7% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling