+528.8%
SIMO vs HRB
+213.0%
+315.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.6% | +6.5% |
| 7D | +14.6% | -9.1% | +23.7% | +15.2% |
| 30D | +6.2% | +0.3% | +6.0% | +6.0% |
| 3M | +3.6% | +23.4% | -19.8% | +1.3% |
| 6M | +130.8% | +45.1% | +85.7% | +120.7% |
| YTD | +195.8% | +8.9% | +186.9% | +192.5% |
| 1Y | +225.0% | -7.9% | +232.9% | +228.6% |
| 3Y | +452.3% | +27.9% | +424.4% | +422.3% |
| 5Y | +303.6% | +108.3% | +195.3% | +245.3% |
| 10Y | +528.8% | +208.4% | +320.3% | +361.5% |
| All | +528.8% | +213.0% | +315.8% | +361.5% |
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