+215.7%
SIMO vs HAS
+181.4%
+34.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | -22.0% | -0.2% | -21.8% | -22.0% |
| 30D | -43.0% | +31.0% | -74.1% | -46.9% |
| 3M | -39.1% | +30.7% | -69.8% | -43.4% |
| 6M | -33.3% | +23.9% | -57.2% | -37.4% |
| YTD | +77.0% | +48.3% | +28.7% | +52.8% |
| 1Y | +73.0% | +60.2% | +12.8% | +44.6% |
| 3Y | +215.7% | +189.2% | +26.5% | +128.5% |
| All | +215.7% | +181.4% | +34.3% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling