+1,352.0%
HWM vs SIMO
+384.0%
+967.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.4% | +8.5% | -3.1% |
| 7D | -2.4% | -31.4% | +28.9% | +4.6% |
| 30D | -13.3% | -45.2% | +31.9% | -3.2% |
| 3M | -31.0% | -36.5% | +5.5% | -26.4% |
| 6M | -17.1% | -34.2% | +17.0% | -14.4% |
| YTD | -1.9% | +69.9% | -71.8% | -22.9% |
| 1Y | -2.4% | +60.4% | -62.8% | -22.3% |
| 3Y | +322.2% | +203.1% | +119.0% | +173.0% |
| 5Y | +509.8% | +145.4% | +364.4% | +293.8% |
| 10Y | +1,453.8% | +368.9% | +1,084.9% | +628.6% |
| All | +1,352.0% | +384.0% | +967.9% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling