+388.8%
SIMO vs HAS
+97.5%
+291.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | +4.1% | +1.4% | +2.7% | +3.8% |
| 30D | -24.0% | +26.3% | -50.3% | -28.7% |
| 3M | -31.8% | +25.6% | -57.4% | -36.1% |
| 6M | -36.9% | +30.3% | -67.1% | -41.9% |
| YTD | +84.8% | +50.4% | +34.5% | +61.7% |
| 1Y | +99.0% | +57.7% | +41.3% | +71.6% |
| 3Y | +217.9% | +213.4% | +4.6% | +124.1% |
| 5Y | +171.5% | +49.1% | +122.4% | +129.3% |
| All | +388.8% | +97.5% | +291.2% | +273.2% |
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