+67.5%
HST vs SIMO
+418.6%
-351.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.4% |
| 7D | -1.0% | +4.2% | -5.3% | -1.4% |
| 30D | -12.3% | +4.1% | -16.3% | -12.8% |
| 3M | -6.4% | -12.9% | +6.5% | -6.2% |
| 6M | +15.0% | +110.3% | -95.3% | +0.8% |
| YTD | +30.5% | +178.6% | -148.1% | +6.7% |
| 1Y | +35.7% | +220.0% | -184.3% | +6.0% |
| All | +67.5% | +418.6% | -351.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling