+75.6%
HST vs SIMO
+94.5%
-18.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.2% |
| 7D | +3.3% | -16.9% | +20.2% | +3.2% |
| 30D | +16.4% | -35.4% | +51.7% | +16.0% |
| 3M | +5.5% | -31.9% | +37.3% | +5.3% |
| 6M | +31.1% | -19.3% | +50.4% | +30.9% |
| YTD | +55.9% | +98.5% | -42.5% | +56.2% |
| 1Y | +75.6% | +100.5% | -24.9% | +75.9% |
| All | +75.6% | +94.5% | -18.9% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling