+9,789.2%
SIMO vs HBM
+492.8%
+9,296.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.0% | -3.3% | +3.8% |
| 7D | -8.5% | +5.0% | -13.5% | -9.3% |
| 30D | -34.8% | -12.7% | -22.1% | -32.6% |
| 3M | -32.8% | -17.4% | -15.4% | -29.7% |
| 6M | -32.0% | -8.9% | -23.2% | -30.4% |
| YTD | +87.0% | +14.9% | +72.1% | +80.5% |
| 1Y | +86.1% | +41.4% | +44.7% | +72.3% |
| 3Y | +226.4% | +462.1% | -235.7% | +126.3% |
| 5Y | +172.1% | +224.0% | -51.9% | +97.8% |
| 10Y | +408.0% | +320.9% | +87.1% | +195.4% |
| All | +9,789.2% | +492.8% | +9,296.3% | +3,992.8% |
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 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