+232.1%
HPE vs SIMO
+154.7%
+77.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.2% |
| 7D | -18.7% | -22.0% | +3.3% | -12.8% |
| 30D | -37.9% | -43.0% | +5.2% | -27.7% |
| 3M | -14.4% | -39.1% | +24.7% | -2.6% |
| 6M | +48.2% | -33.3% | +81.5% | +63.4% |
| YTD | +88.6% | +77.0% | +11.6% | +55.6% |
| 1Y | +94.8% | +73.0% | +21.8% | +61.7% |
| 3Y | +202.7% | +215.7% | -13.0% | +107.9% |
| All | +232.1% | +154.7% | +77.4% | +125.2% |
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