+157.1%
HPQ vs SIMO
+453.3%
-296.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.3% |
| 7D | -3.2% | +0.9% | -4.2% | -3.7% |
| 30D | -3.0% | -25.4% | +22.4% | +1.0% |
| 3M | +0.6% | -17.8% | +18.3% | +1.7% |
| 6M | +36.6% | -29.6% | +66.1% | +37.3% |
| YTD | +35.0% | +100.3% | -65.3% | -0.9% |
| 1Y | +23.1% | +100.4% | -77.3% | -9.9% |
| 3Y | +18.6% | +246.1% | -227.4% | -28.2% |
| 5Y | +10.3% | +189.8% | -179.5% | -33.6% |
| 10Y | +157.1% | +434.6% | -277.5% | +17.1% |
| All | +157.1% | +453.3% | -296.3% | +17.1% |
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