+2,101.2%
SIMO vs HIG
+180.2%
+1,921.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +4.6% |
| 7D | -22.0% | +1.1% | -23.0% | -22.2% |
| 30D | -43.0% | +5.6% | -48.6% | -43.9% |
| 3M | -39.1% | -6.9% | -32.3% | -38.6% |
| 6M | -33.3% | +1.3% | -34.6% | -34.3% |
| YTD | +77.0% | -1.5% | +78.4% | +74.7% |
| 1Y | +73.0% | +6.6% | +66.4% | +67.8% |
| 3Y | +215.7% | +91.2% | +124.5% | +169.7% |
| 5Y | +155.6% | +106.1% | +49.6% | +113.2% |
| 10Y | +388.4% | +283.7% | +104.7% | +244.6% |
| All | +2,101.2% | +180.2% | +1,921.0% | +1,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling