+0.3%
HWM vs SIMO
+67.0%
-66.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.6% | +2.2% |
| 7D | +3.4% | -22.0% | +25.4% | +4.8% |
| 30D | -7.5% | -43.0% | +35.5% | -5.1% |
| 3M | -28.9% | -39.1% | +10.3% | -27.3% |
| 6M | -19.6% | -33.3% | +13.7% | -18.3% |
| YTD | +0.6% | +77.0% | -76.4% | -4.4% |
| 1Y | +0.3% | +73.0% | -72.7% | -5.3% |
| All | +0.3% | +67.0% | -66.6% | -5.3% |
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 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