+522.9%
HPE vs SIMO
+605.7%
-82.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.2% |
| 7D | -18.7% | -22.0% | +3.3% | -12.7% |
| 30D | -37.9% | -43.0% | +5.2% | -27.5% |
| 3M | -14.4% | -39.1% | +24.7% | -2.5% |
| 6M | +48.2% | -33.3% | +81.5% | +62.9% |
| YTD | +88.6% | +77.0% | +11.6% | +51.9% |
| 1Y | +94.8% | +73.0% | +21.8% | +57.8% |
| 3Y | +202.7% | +215.7% | -13.0% | +102.4% |
| 5Y | +231.6% | +155.6% | +76.0% | +122.3% |
| 10Y | +361.9% | +388.4% | -26.5% | +132.5% |
| All | +522.9% | +605.7% | -82.7% | +178.7% |
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