+1,474.6%
HWM vs SIMO
+394.4%
+1,080.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.1% |
| 7D | +7.3% | +4.1% | +3.2% | +6.4% |
| 30D | +1.6% | -24.0% | +25.5% | +6.5% |
| 3M | -21.9% | -31.8% | +9.9% | -17.6% |
| 6M | -19.0% | -36.9% | +17.8% | -15.5% |
| YTD | +7.9% | +84.8% | -76.9% | -16.7% |
| 1Y | +9.9% | +99.0% | -89.1% | -17.0% |
| 3Y | +342.1% | +217.9% | +124.2% | +183.1% |
| 5Y | +600.8% | +171.5% | +429.3% | +341.4% |
| All | +1,474.6% | +394.4% | +1,080.2% | +630.0% |
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