+18.7%
HPQ vs SIMO
+226.2%
-207.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +2.3% |
| 7D | +6.9% | +4.2% | +2.7% | +7.0% |
| 30D | +14.4% | +4.1% | +10.4% | +14.5% |
| 3M | +25.6% | -12.9% | +38.5% | +26.2% |
| 6M | +75.0% | +110.3% | -35.3% | +70.1% |
| YTD | +50.7% | +178.6% | -127.9% | +38.6% |
| 1Y | +18.7% | +220.0% | -201.3% | +7.0% |
| All | +18.7% | +226.2% | -207.6% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling