+4.4%
HWM vs SIMO
+94.5%
-90.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -3.7% |
| 7D | +9.4% | -16.9% | +26.3% | +10.4% |
| 30D | -7.0% | -35.4% | +28.4% | -5.2% |
| 3M | -25.9% | -31.9% | +6.0% | -24.8% |
| 6M | -10.8% | -19.3% | +8.5% | -10.1% |
| YTD | +4.3% | +98.5% | -94.2% | -1.5% |
| 1Y | +4.4% | +100.5% | -96.1% | -2.6% |
| All | +4.4% | +94.5% | -90.1% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling