+9,257.4%
SIMO vs HBM
+443.9%
+8,813.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.8% |
| 7D | -22.0% | -3.6% | -18.4% | -21.3% |
| 30D | -43.0% | -19.2% | -23.9% | -40.1% |
| 3M | -39.1% | -20.5% | -18.6% | -35.8% |
| 6M | -33.3% | -12.8% | -20.5% | -30.9% |
| YTD | +77.0% | +5.4% | +71.5% | +73.9% |
| 1Y | +73.0% | +33.0% | +40.1% | +62.4% |
| 3Y | +215.7% | +357.3% | -141.6% | +127.8% |
| 5Y | +155.6% | +210.4% | -54.8% | +87.5% |
| 10Y | +388.4% | +387.1% | +1.2% | +174.7% |
| All | +9,257.4% | +443.9% | +8,813.4% | +3,843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling