+153.5%
HYG vs SIMO
+1,550.0%
-1,396.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.6% |
| 7D | -0.2% | +4.2% | -4.4% | -0.5% |
| 30D | +0.1% | +4.1% | -4.0% | -0.4% |
| 3M | +0.7% | -12.9% | +13.5% | +0.7% |
| 6M | +1.5% | +110.3% | -108.9% | -5.0% |
| YTD | +2.2% | +178.6% | -176.4% | -6.4% |
| 1Y | +3.9% | +220.0% | -216.1% | -5.9% |
| 3Y | +26.0% | +409.0% | -383.0% | +9.4% |
| 5Y | +19.2% | +277.3% | -258.2% | +4.1% |
| 10Y | +54.8% | +506.6% | -451.8% | +27.3% |
| All | +153.5% | +1,550.0% | -1,396.5% | +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