+187.6%
SIMO vs HDB
-22.9%
+210.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | +14.9% | +4.1% | +10.8% | +13.8% |
| 30D | -27.0% | +13.0% | -40.0% | -29.4% |
| 3M | -25.4% | +11.3% | -36.6% | -27.6% |
| 6M | -30.3% | +6.9% | -37.2% | -31.8% |
| YTD | +95.8% | -29.6% | +125.4% | +113.2% |
| 1Y | +100.0% | -29.5% | +129.6% | +117.5% |
| 3Y | +238.3% | -8.1% | +246.4% | +234.4% |
| 5Y | +187.6% | -23.4% | +211.0% | +229.3% |
| All | +187.6% | -22.9% | +210.5% | +229.3% |
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