+388.8%
SIMO vs HIG
+261.7%
+127.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +2.6% | +1.5% | +3.6% |
| 30D | -24.0% | +4.2% | -28.2% | -24.9% |
| 3M | -31.8% | +0.2% | -32.0% | -32.2% |
| 6M | -36.9% | +4.6% | -41.5% | -38.4% |
| YTD | +84.8% | +1.1% | +83.7% | +81.1% |
| 1Y | +99.0% | +4.7% | +94.3% | +92.9% |
| 3Y | +217.9% | +95.5% | +122.5% | +156.5% |
| 5Y | +171.5% | +111.7% | +59.8% | +111.2% |
| All | +388.8% | +261.7% | +127.0% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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