+21.3%
HPQ vs SIMO
+94.5%
-73.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -9.6% | +15.5% | +5.7% |
| 7D | -7.8% | -16.9% | +9.1% | -8.0% |
| 30D | -4.9% | -35.4% | +30.5% | -5.3% |
| 3M | +4.9% | -31.9% | +36.7% | +4.6% |
| 6M | +47.1% | -19.3% | +66.4% | +46.9% |
| YTD | +39.5% | +98.5% | -59.0% | +35.6% |
| 1Y | +21.3% | +100.5% | -79.3% | +17.9% |
| All | +21.3% | +94.5% | -73.2% | +17.9% |
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