+19.7%
HPQ vs SIMO
+462.5%
-442.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.7% | -5.1% |
| 7D | -0.5% | +14.6% | -15.1% | -1.9% |
| 30D | +3.7% | +6.2% | -2.5% | +2.7% |
| 3M | +24.3% | +3.6% | +20.8% | +21.8% |
| 6M | +64.8% | +130.8% | -66.0% | +34.2% |
| YTD | +43.9% | +195.8% | -151.9% | +6.0% |
| 1Y | +11.7% | +225.0% | -213.4% | -21.3% |
| 3Y | +19.7% | +452.3% | -432.6% | -31.5% |
| All | +19.7% | +462.5% | -442.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling