+409.6%
SIMO vs HAS
+106.1%
+303.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.2% |
| 7D | -8.2% | +2.2% | -10.3% | -8.7% |
| 30D | -34.6% | +29.6% | -64.2% | -39.2% |
| 3M | -32.6% | +30.3% | -62.9% | -37.6% |
| 6M | -31.8% | +25.6% | -57.4% | -36.7% |
| YTD | +87.6% | +50.8% | +36.8% | +63.9% |
| 1Y | +86.7% | +63.0% | +23.7% | +59.3% |
| 3Y | +227.4% | +211.6% | +15.9% | +131.0% |
| 5Y | +173.0% | +50.4% | +122.6% | +129.9% |
| 10Y | +409.6% | +101.9% | +307.7% | +290.8% |
| All | +409.6% | +106.1% | +303.5% | +290.8% |
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