+122.4%
HST vs SIMO
+394.4%
-272.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.7% |
| 7D | +3.6% | +4.1% | -0.5% | +2.9% |
| 30D | +11.2% | -24.0% | +35.2% | +14.7% |
| 3M | +13.1% | -31.8% | +44.9% | +17.3% |
| 6M | +23.9% | -36.9% | +60.8% | +27.0% |
| YTD | +52.3% | +84.8% | -32.5% | +23.2% |
| 1Y | +56.7% | +99.0% | -42.3% | +24.5% |
| 3Y | +87.5% | +217.9% | -130.4% | +30.4% |
| 5Y | +82.8% | +171.5% | -88.7% | +26.8% |
| All | +122.4% | +394.4% | -272.0% | +26.7% |
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