+32.2%
HPQ vs SIMO
+297.1%
-264.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.7% | -5.3% |
| 7D | -0.5% | +14.6% | -15.1% | -2.3% |
| 30D | +3.7% | +6.2% | -2.5% | +2.5% |
| 3M | +24.3% | +3.6% | +20.8% | +21.2% |
| 6M | +64.8% | +130.8% | -66.0% | +33.8% |
| YTD | +43.9% | +195.8% | -151.9% | +8.0% |
| 1Y | +11.7% | +225.0% | -213.4% | -18.8% |
| 3Y | +19.7% | +452.3% | -432.6% | -25.4% |
| 5Y | +32.2% | +303.6% | -271.4% | -15.3% |
| All | +32.2% | +297.1% | -264.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling