+148.8%
HYG vs SIMO
+994.7%
-845.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.3% |
| 7D | -0.4% | +4.1% | -4.5% | -0.7% |
| 30D | +0.7% | -24.0% | +24.7% | +2.0% |
| 3M | -2.1% | -31.8% | +29.7% | -0.5% |
| 6M | -0.8% | -36.9% | +36.1% | +0.5% |
| YTD | +0.3% | +84.8% | -84.6% | -6.4% |
| 1Y | +1.8% | +99.0% | -97.2% | -5.5% |
| 3Y | +24.1% | +217.9% | -193.8% | +10.3% |
| 5Y | +17.7% | +171.5% | -153.7% | +4.3% |
| 10Y | +56.8% | +393.3% | -336.5% | +29.7% |
| All | +148.8% | +994.7% | -845.9% | +55.4% |
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