+7.4%
HPQ vs SIMO
+169.9%
-162.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.4% |
| 7D | -0.6% | -8.5% | +7.8% | 0.0% |
| 30D | -6.5% | -34.8% | +28.4% | -2.2% |
| 3M | -5.1% | -32.8% | +27.8% | -1.8% |
| 6M | +27.3% | -32.0% | +59.3% | +28.1% |
| YTD | +31.7% | +87.0% | -55.3% | +3.5% |
| 1Y | +13.0% | +86.1% | -73.1% | -11.3% |
| 3Y | +18.3% | +226.4% | -208.1% | -21.7% |
| 5Y | +7.4% | +172.1% | -164.8% | -27.7% |
| All | +7.4% | +169.9% | -162.5% | -27.7% |
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