+270.1%
SIMO vs HBM
+349.4%
-79.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.9% |
| 7D | +4.2% | -6.4% | +10.6% | +5.7% |
| 30D | +4.1% | +5.9% | -1.8% | +2.5% |
| 3M | -12.9% | -8.9% | -4.0% | -11.7% |
| 6M | +110.3% | +10.7% | +99.7% | +103.5% |
| YTD | +178.6% | +38.3% | +140.3% | +155.9% |
| 1Y | +220.0% | +121.3% | +98.7% | +167.8% |
| 3Y | +409.0% | +450.6% | -41.5% | +260.7% |
| All | +270.1% | +349.4% | -79.3% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling