+411.8%
HPQ vs SIMO
+3,332.4%
-2,920.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +0.8% |
| 7D | +6.9% | +4.2% | +2.7% | +6.1% |
| 30D | +14.4% | +4.1% | +10.4% | +13.0% |
| 3M | +25.6% | -12.9% | +38.5% | +25.3% |
| 6M | +75.0% | +110.3% | -35.3% | +45.2% |
| YTD | +50.7% | +178.6% | -127.9% | +17.4% |
| 1Y | +18.7% | +220.0% | -201.3% | -10.4% |
| 3Y | +21.5% | +409.0% | -387.5% | -16.8% |
| 5Y | +31.6% | +277.3% | -245.7% | -7.8% |
| 10Y | +216.1% | +506.6% | -290.6% | +95.5% |
| All | +411.8% | +3,332.4% | -2,920.6% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling