-12.9%
SIMO vs HRB
+28.7%
-41.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.0% | +12.7% | +6.0% |
| 7D | +4.2% | -5.7% | +9.9% | +0.5% |
| 30D | +4.1% | +7.9% | -3.8% | +12.1% |
| 3M | -12.9% | +32.1% | -45.0% | +33.8% |
| All | -12.9% | +28.7% | -41.5% | +33.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling