+1,773.8%
HWM vs SIMO
+693.5%
+1,080.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.2% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | -11.0% | +4.1% | -15.1% | -12.4% |
| 3M | +4.0% | -12.9% | +16.9% | +4.3% |
| 6M | -0.2% | +110.3% | -110.6% | -21.1% |
| YTD | +26.7% | +178.6% | -151.9% | -8.2% |
| 1Y | +44.7% | +220.0% | -175.3% | +0.1% |
| 3Y | +426.1% | +409.0% | +17.1% | +211.6% |
| 5Y | +738.5% | +277.3% | +461.2% | +408.9% |
| All | +1,773.8% | +693.5% | +1,080.3% | +707.4% |
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