+215.7%
SIMO vs HBM
+348.5%
-132.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.6% |
| 7D | -22.0% | -3.6% | -18.4% | -20.8% |
| 30D | -43.0% | -19.2% | -23.9% | -38.2% |
| 3M | -39.1% | -20.5% | -18.6% | -33.7% |
| 6M | -33.3% | -12.8% | -20.5% | -29.4% |
| YTD | +77.0% | +5.4% | +71.5% | +73.0% |
| 1Y | +73.0% | +33.0% | +40.1% | +57.4% |
| 3Y | +215.7% | +357.3% | -141.6% | +119.8% |
| All | +215.7% | +348.5% | -132.8% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling