+621.7%
HPE vs SIMO
+1,010.9%
-389.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.7% | -13.2% | -6.8% |
| 7D | -0.6% | +4.2% | -4.8% | -1.9% |
| 30D | -2.3% | +4.1% | -6.4% | -4.2% |
| 3M | -2.9% | -12.9% | +10.0% | -1.4% |
| 6M | +143.6% | +110.3% | +33.2% | +90.4% |
| YTD | +118.5% | +178.6% | -60.1% | +55.0% |
| 1Y | +129.2% | +220.0% | -90.8% | +55.3% |
| 3Y | +212.5% | +409.0% | -196.5% | +82.8% |
| 5Y | +286.9% | +277.3% | +9.6% | +132.2% |
| 10Y | +432.3% | +506.6% | -74.3% | +150.9% |
| All | +621.7% | +1,010.9% | -389.1% | +184.4% |
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 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