+1,516.2%
HWM vs SIMO
+395.4%
+1,120.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -1.8% | -16.0% | +14.3% | +1.6% |
| 30D | -2.7% | -35.8% | +33.1% | +5.4% |
| 3M | -22.7% | -26.5% | +3.7% | -19.7% |
| 6M | -18.9% | -33.0% | +14.1% | -16.4% |
| YTD | +7.1% | +84.3% | -77.3% | -17.3% |
| 1Y | +4.7% | +82.0% | -77.3% | -19.1% |
| 3Y | +345.6% | +218.5% | +127.1% | +185.2% |
| 5Y | +588.3% | +175.0% | +413.2% | +331.5% |
| 10Y | +1,516.2% | +407.5% | +1,108.7% | +642.5% |
| All | +1,516.2% | +395.4% | +1,120.8% | +642.5% |
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