+215.7%
SIMO vs HRB
+36.2%
+179.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +2.9% |
| 7D | -22.0% | +2.7% | -24.7% | -21.2% |
| 30D | -43.0% | +22.1% | -65.1% | -39.2% |
| 3M | -39.1% | +15.7% | -54.9% | -35.6% |
| 6M | -33.3% | +83.3% | -116.6% | -23.5% |
| YTD | +77.0% | +25.0% | +52.0% | +100.6% |
| 1Y | +73.0% | +6.9% | +66.1% | +96.5% |
| 3Y | +215.7% | +39.0% | +176.7% | +241.9% |
| All | +215.7% | +36.2% | +179.5% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling