+137.1%
HST vs SIMO
+453.3%
-316.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.2% | -1.8% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | +13.4% | -25.4% | +38.8% | +17.3% |
| 3M | +16.7% | -17.8% | +34.5% | +17.7% |
| 6M | +24.0% | -29.6% | +53.6% | +25.0% |
| YTD | +54.0% | +100.3% | -46.4% | +23.1% |
| 1Y | +55.0% | +100.4% | -45.3% | +23.7% |
| 3Y | +89.3% | +246.1% | -156.7% | +30.0% |
| 5Y | +85.4% | +189.8% | -104.4% | +27.5% |
| 10Y | +137.1% | +434.6% | -297.5% | +33.4% |
| All | +137.1% | +453.3% | -316.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling