+235.5%
SIMO vs HRB
-9.2%
+244.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.5% |
| 7D | +14.5% | -10.6% | +25.1% | +10.2% |
| 30D | +20.4% | -0.8% | +21.2% | +20.6% |
| 3M | +7.1% | +19.1% | -11.9% | +17.4% |
| 6M | +129.2% | +48.7% | +80.5% | +163.8% |
| YTD | +201.9% | +7.1% | +194.8% | +231.8% |
| 1Y | +235.5% | -8.3% | +243.8% | +277.8% |
| All | +235.5% | -9.2% | +244.7% | +277.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling