+384.8%
SIMO vs HDB
+57.5%
+327.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.7% |
| 7D | -22.0% | +13.3% | -35.3% | -24.8% |
| 30D | -43.0% | +13.6% | -56.6% | -45.2% |
| 3M | -39.1% | +5.8% | -44.9% | -40.3% |
| 6M | -33.3% | -1.9% | -31.4% | -33.5% |
| YTD | +77.0% | -31.2% | +108.2% | +93.6% |
| 1Y | +73.0% | -29.6% | +102.6% | +87.9% |
| 3Y | +215.7% | -10.1% | +225.8% | +215.2% |
| 5Y | +155.6% | -24.3% | +180.0% | +165.2% |
| All | +384.8% | +57.5% | +327.3% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling