+220.0%
SIMO vs HBM
+123.0%
+97.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.0% |
| 7D | +4.2% | -6.4% | +10.6% | +6.5% |
| 30D | +4.1% | +5.9% | -1.8% | +1.6% |
| 3M | -12.9% | -8.9% | -4.0% | -12.7% |
| 6M | +110.3% | +10.7% | +99.7% | +101.5% |
| YTD | +178.6% | +38.3% | +140.3% | +139.6% |
| 1Y | +220.0% | +121.3% | +98.7% | +120.5% |
| All | +220.0% | +123.0% | +97.0% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling