+3,365.1%
SIMO vs HAS
+759.1%
+2,605.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.9% |
| 7D | +4.2% | -1.8% | +6.0% | +5.0% |
| 30D | +4.1% | +2.3% | +1.8% | +2.9% |
| 3M | -12.9% | +10.4% | -23.2% | -16.9% |
| 6M | +110.3% | -3.2% | +113.6% | +109.1% |
| YTD | +178.6% | +15.4% | +163.2% | +156.7% |
| 1Y | +220.0% | +18.8% | +201.2% | +191.5% |
| 3Y | +409.0% | +43.9% | +365.1% | +316.9% |
| 5Y | +277.3% | +13.9% | +263.4% | +230.1% |
| 10Y | +506.6% | +56.4% | +450.2% | +297.3% |
| All | +3,365.1% | +759.1% | +2,605.9% | +826.4% |
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 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