+90.4%
HST vs SIMO
+220.9%
-130.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | +0.6% | -16.0% | +16.6% | +1.7% |
| 30D | +14.5% | -35.8% | +50.2% | +17.6% |
| 3M | +15.4% | -26.5% | +41.9% | +16.8% |
| 6M | +22.0% | -33.0% | +55.0% | +22.5% |
| YTD | +54.9% | +84.3% | -29.5% | +30.3% |
| 1Y | +54.0% | +82.0% | -28.0% | +29.6% |
| 3Y | +90.4% | +218.5% | -128.0% | +30.3% |
| All | +90.4% | +220.9% | -130.4% | +30.3% |
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