+608.0%
HWM vs SIMO
+184.2%
+423.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +11.1% | +14.9% | -3.7% | +9.0% |
| 30D | +3.0% | -27.0% | +30.0% | +6.8% |
| 3M | -20.7% | -25.4% | +4.7% | -18.7% |
| 6M | -17.2% | -30.3% | +13.1% | -15.8% |
| YTD | +9.1% | +95.8% | -86.7% | -10.2% |
| 1Y | +9.0% | +100.0% | -91.0% | -10.8% |
| 3Y | +353.8% | +238.3% | +115.6% | +222.0% |
| 5Y | +608.0% | +187.6% | +420.5% | +395.1% |
| All | +608.0% | +184.2% | +423.9% | +395.1% |
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