+515.5%
SIMO vs HAS
+56.4%
+459.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +4.2% | -1.8% | +6.0% | +4.7% |
| 30D | +4.1% | +2.3% | +1.8% | +3.3% |
| 3M | -12.9% | +10.4% | -23.2% | -15.8% |
| 6M | +110.3% | -3.2% | +113.6% | +109.6% |
| YTD | +178.6% | +15.4% | +163.2% | +162.8% |
| 1Y | +220.0% | +18.8% | +201.2% | +199.3% |
| 3Y | +409.0% | +43.9% | +365.1% | +342.7% |
| 5Y | +277.3% | +13.9% | +263.4% | +243.7% |
| All | +515.5% | +56.4% | +459.1% | +428.4% |
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