+325.8%
HWM vs SIMO
+214.6%
+111.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.7% | +1.9% |
| 7D | +3.3% | -22.0% | +25.3% | +6.3% |
| 30D | -7.6% | -43.0% | +35.4% | -1.5% |
| 3M | -28.9% | -39.1% | +10.2% | -25.4% |
| 6M | -19.7% | -33.3% | +13.6% | -18.0% |
| YTD | +0.5% | +77.0% | -76.4% | -18.3% |
| 1Y | +0.3% | +73.0% | -72.8% | -18.2% |
| 3Y | +325.8% | +215.7% | +110.1% | +174.0% |
| All | +325.8% | +214.6% | +111.2% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling