+137.6%
HST vs SIMO
+379.7%
-242.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.6% |
| 7D | -2.7% | -22.0% | +19.3% | +0.5% |
| 30D | +10.7% | -43.0% | +53.7% | +19.0% |
| 3M | +6.3% | -39.1% | +45.4% | +12.1% |
| 6M | +19.0% | -33.3% | +52.3% | +20.6% |
| YTD | +47.0% | +77.0% | -29.9% | +19.7% |
| 1Y | +53.4% | +73.0% | -19.6% | +25.3% |
| 3Y | +78.0% | +215.7% | -137.7% | +23.5% |
| 5Y | +71.7% | +155.6% | -84.0% | +20.2% |
| All | +137.6% | +379.7% | -242.1% | +35.5% |
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 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