+20.0%
HPQ vs SIMO
+235.5%
-215.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +5.0% |
| 7D | +2.2% | +14.5% | -12.3% | +2.4% |
| 30D | +9.7% | +20.4% | -10.7% | +10.1% |
| 3M | +32.7% | +7.1% | +25.6% | +33.1% |
| 6M | +77.7% | +129.2% | -51.5% | +73.1% |
| YTD | +51.0% | +201.9% | -151.0% | +39.4% |
| All | +20.0% | +235.5% | -215.5% | +10.3% |
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 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