+2,013.4%
SIMO vs HAS
+1,009.9%
+1,003.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.7% | -12.7% | -13.8% |
| 7D | -31.4% | 0.0% | -31.4% | -31.4% |
| 30D | -45.2% | +31.3% | -76.5% | -50.9% |
| 3M | -36.5% | +32.1% | -68.6% | -43.6% |
| 6M | -34.2% | +28.1% | -62.3% | -41.4% |
| YTD | +69.9% | +49.1% | +20.8% | +40.7% |
| 1Y | +60.4% | +60.5% | -0.1% | +28.9% |
| 3Y | +203.1% | +183.9% | +19.3% | +89.3% |
| 5Y | +145.4% | +51.2% | +94.2% | +91.1% |
| 10Y | +368.9% | +105.3% | +263.6% | +174.8% |
| All | +2,013.4% | +1,009.9% | +1,003.5% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling