+419.3%
SIMO vs HIG
+103.2%
+316.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.5% |
| 7D | +4.2% | +0.3% | +3.9% | +4.3% |
| 30D | +4.1% | -3.2% | +7.3% | +3.8% |
| 3M | -12.9% | +9.1% | -22.0% | -12.6% |
| 6M | +110.3% | -1.8% | +112.1% | +112.8% |
| YTD | +178.6% | +1.8% | +176.8% | +179.5% |
| 1Y | +220.0% | +4.6% | +215.4% | +218.9% |
| All | +419.3% | +103.2% | +316.2% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling