+226.1%
HPQ vs SIMO
+548.4%
-322.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.5% |
| 7D | +2.2% | +14.5% | -12.3% | -0.5% |
| 30D | +9.7% | +20.4% | -10.7% | +5.3% |
| 3M | +32.7% | +7.1% | +25.6% | +26.7% |
| 6M | +77.7% | +129.2% | -51.5% | +35.8% |
| YTD | +51.0% | +201.9% | -151.0% | +4.9% |
| 1Y | +18.4% | +235.5% | -217.1% | -20.8% |
| 3Y | +25.6% | +463.8% | -438.3% | -29.4% |
| 5Y | +38.6% | +306.7% | -268.1% | -19.0% |
| 10Y | +226.1% | +579.5% | -353.3% | +46.3% |
| All | +226.1% | +548.4% | -322.3% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling