+1,387.4%
HWM vs SIMO
+404.1%
+983.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.7% | +1.6% |
| 7D | +3.3% | -22.0% | +25.3% | +8.1% |
| 30D | -7.6% | -43.0% | +35.4% | +2.3% |
| 3M | -28.9% | -39.1% | +10.2% | -23.4% |
| 6M | -19.7% | -33.3% | +13.6% | -17.2% |
| YTD | +0.5% | +77.0% | -76.4% | -21.6% |
| 1Y | +0.3% | +73.0% | -72.8% | -21.5% |
| 3Y | +325.8% | +215.7% | +110.1% | +173.1% |
| 5Y | +524.7% | +155.6% | +369.1% | +300.2% |
| 10Y | +1,491.8% | +388.4% | +1,103.4% | +640.4% |
| All | +1,387.4% | +404.1% | +983.3% | +589.3% |
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