+349.9%
HPQ vs SIMO
+2,171.3%
-1,821.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +0.5% | -16.0% | +16.6% | +3.0% |
| 30D | -5.9% | -35.8% | +29.9% | -0.1% |
| 3M | -3.7% | -26.5% | +22.8% | -0.8% |
| 6M | +28.1% | -33.0% | +61.1% | +30.1% |
| YTD | +32.5% | +84.3% | -51.9% | +8.6% |
| 1Y | +18.1% | +82.0% | -63.9% | -3.1% |
| 3Y | +16.4% | +218.5% | -202.1% | -15.3% |
| 5Y | +8.9% | +175.0% | -166.2% | -21.1% |
| 10Y | +157.6% | +407.5% | -249.9% | +62.3% |
| All | +349.9% | +2,171.3% | -1,821.4% | +76.5% |
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 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