+172.1%
SIMO vs HAS
+51.1%
+121.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | -8.5% | +2.2% | -10.6% | -8.9% |
| 30D | -34.8% | +29.6% | -64.4% | -39.2% |
| 3M | -32.8% | +30.3% | -63.1% | -37.6% |
| 6M | -32.0% | +25.6% | -57.6% | -36.6% |
| YTD | +87.0% | +50.8% | +36.2% | +62.9% |
| 1Y | +86.1% | +63.0% | +23.1% | +57.9% |
| 3Y | +226.4% | +211.6% | +14.8% | +129.2% |
| 5Y | +172.1% | +50.4% | +121.7% | +131.8% |
| All | +172.1% | +51.1% | +121.1% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling