+200.1%
HST vs SIMO
+1,993.5%
-1,793.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -14.4% | +8.7% | -2.5% |
| 7D | -4.2% | -31.4% | +27.2% | +3.6% |
| 30D | +9.6% | -45.2% | +54.7% | +23.5% |
| 3M | -1.1% | -36.5% | +35.4% | +6.0% |
| 6M | +21.1% | -34.2% | +55.3% | +24.4% |
| YTD | +47.1% | +69.9% | -22.8% | +14.6% |
| 1Y | +64.0% | +60.4% | +3.6% | +29.3% |
| 3Y | +77.1% | +203.1% | -126.0% | +14.7% |
| 5Y | +71.8% | +145.4% | -73.7% | +11.8% |
| 10Y | +146.3% | +368.9% | -222.6% | +24.6% |
| All | +200.1% | +1,993.5% | -1,793.4% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling