+388.8%
SIMO vs HRB
+221.6%
+167.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | +4.1% | -5.1% | +9.2% | +4.3% |
| 30D | -24.0% | +8.7% | -32.6% | -24.3% |
| 3M | -31.8% | -5.4% | -26.4% | -31.6% |
| 6M | -36.9% | +41.6% | -78.5% | -39.0% |
| YTD | +84.8% | +18.7% | +66.2% | +81.9% |
| 1Y | +99.0% | +16.4% | +82.6% | +96.2% |
| 3Y | +217.9% | +22.0% | +196.0% | +205.9% |
| 5Y | +171.5% | +141.2% | +30.2% | +129.1% |
| All | +388.8% | +221.6% | +167.2% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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