+417.8%
SIMO vs HAS
+99.1%
+318.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.7% |
| 7D | +14.9% | +1.6% | +13.2% | +14.4% |
| 30D | -27.0% | +26.6% | -53.6% | -31.6% |
| 3M | -25.4% | +29.0% | -54.4% | -30.6% |
| 6M | -30.3% | +30.6% | -60.8% | -35.9% |
| YTD | +95.8% | +51.5% | +44.3% | +70.9% |
| 1Y | +100.0% | +58.5% | +41.6% | +72.2% |
| 3Y | +238.3% | +214.1% | +24.1% | +138.2% |
| 5Y | +187.6% | +50.2% | +137.3% | +142.3% |
| All | +417.8% | +99.1% | +318.7% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling