+235.5%
SIMO vs HBM
+117.5%
+118.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +14.5% | +5.5% | +9.0% | +12.4% |
| 30D | +20.4% | +3.3% | +17.1% | +18.8% |
| 3M | +7.1% | +12.7% | -5.5% | +1.1% |
| 6M | +129.2% | +28.2% | +101.1% | +110.7% |
| YTD | +201.9% | +45.3% | +156.6% | +156.1% |
| 1Y | +235.5% | +121.7% | +113.8% | +136.5% |
| All | +235.5% | +117.5% | +118.0% | +136.5% |
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