+270.1%
SIMO vs HDB
-35.4%
+305.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +4.1% | -2.8% | +6.9% | +4.8% |
| 3M | -12.9% | -3.5% | -9.3% | -12.2% |
| 6M | +110.3% | -24.7% | +135.1% | +125.5% |
| YTD | +178.6% | -36.6% | +215.1% | +212.1% |
| 1Y | +220.0% | -34.4% | +254.4% | +254.4% |
| 3Y | +409.0% | -24.4% | +433.4% | +432.3% |
| All | +270.1% | -35.4% | +305.5% | +307.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling