+566.9%
HPE vs SIMO
+635.1%
-68.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -9.7% | -16.0% | +6.3% | -5.0% |
| 30D | -34.8% | -35.8% | +1.0% | -26.3% |
| 3M | -12.1% | -26.5% | +14.4% | -4.5% |
| 6M | +53.7% | -33.0% | +86.7% | +68.5% |
| YTD | +101.9% | +84.3% | +17.6% | +60.8% |
| 1Y | +104.3% | +82.0% | +22.4% | +63.2% |
| 3Y | +223.1% | +218.5% | +4.6% | +115.3% |
| 5Y | +249.2% | +175.0% | +74.2% | +129.3% |
| 10Y | +372.4% | +407.5% | -35.1% | +135.2% |
| All | +566.9% | +635.1% | -68.2% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling