+419.3%
SIMO vs HBM
+478.3%
-59.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.0% |
| 7D | +4.2% | -6.4% | +10.6% | +6.3% |
| 30D | +4.1% | +5.9% | -1.8% | +1.9% |
| 3M | -12.9% | -8.9% | -4.0% | -11.6% |
| 6M | +110.3% | +10.7% | +99.7% | +100.9% |
| YTD | +178.6% | +38.3% | +140.3% | +146.5% |
| 1Y | +220.0% | +121.3% | +98.7% | +146.6% |
| All | +419.3% | +478.3% | -59.0% | +215.8% |
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