+536.9%
HWM vs SIMO
+154.7%
+382.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.7% | +1.9% |
| 7D | +3.3% | -22.0% | +25.3% | +6.6% |
| 30D | -7.6% | -43.0% | +35.4% | -1.0% |
| 3M | -28.9% | -39.1% | +10.2% | -25.1% |
| 6M | -19.7% | -33.3% | +13.6% | -17.9% |
| YTD | +0.5% | +77.0% | -76.4% | -16.1% |
| 1Y | +0.3% | +73.0% | -72.8% | -16.1% |
| 3Y | +325.8% | +215.7% | +110.1% | +204.9% |
| All | +536.9% | +154.7% | +382.3% | +355.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling