+741.5%
HWM vs SIMO
+269.6%
+471.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.7% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | -11.0% | +4.1% | -15.1% | -11.9% |
| 3M | +4.0% | -12.9% | +16.9% | +4.3% |
| 6M | -0.2% | +110.3% | -110.6% | -15.2% |
| YTD | +26.7% | +178.6% | -151.9% | +0.6% |
| 1Y | +44.7% | +220.0% | -175.3% | +10.8% |
| 3Y | +426.1% | +409.0% | +17.1% | +257.6% |
| All | +741.5% | +269.6% | +471.9% | +505.1% |
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