+388.8%
SIMO vs HBM
+281.1%
+107.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.4% |
| 7D | +4.1% | +2.2% | +1.9% | +3.6% |
| 30D | -24.0% | -11.8% | -12.2% | -21.6% |
| 3M | -31.8% | -19.2% | -12.6% | -28.2% |
| 6M | -36.9% | -22.9% | -14.0% | -33.2% |
| YTD | +84.8% | +7.8% | +77.0% | +81.5% |
| 1Y | +99.0% | +34.9% | +64.1% | +87.3% |
| 3Y | +217.9% | +422.2% | -204.3% | +131.7% |
| 5Y | +171.5% | +192.8% | -21.4% | +107.6% |
| All | +388.8% | +281.1% | +107.6% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling