+528.8%
SIMO vs HBM
+599.4%
-70.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +5.1% |
| 7D | +14.6% | +7.4% | +7.3% | +13.0% |
| 30D | +6.2% | +5.1% | +1.1% | +5.1% |
| 3M | +3.6% | +11.1% | -7.6% | +1.2% |
| 6M | +130.8% | +30.2% | +100.6% | +117.8% |
| YTD | +195.8% | +46.2% | +149.5% | +171.4% |
| 1Y | +225.0% | +120.0% | +105.0% | +176.6% |
| 3Y | +452.3% | +527.4% | -75.1% | +285.1% |
| 5Y | +303.6% | +400.4% | -96.8% | +177.8% |
| 10Y | +528.8% | +621.5% | -92.7% | +279.3% |
| All | +528.8% | +599.4% | -70.7% | +279.3% |
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