+156.7%
SIMO vs HRB
+145.8%
+10.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +3.5% |
| 7D | -22.0% | +2.7% | -24.7% | -21.6% |
| 30D | -43.0% | +22.1% | -65.1% | -41.2% |
| 3M | -39.1% | +15.7% | -54.9% | -37.4% |
| 6M | -33.3% | +83.3% | -116.6% | -29.9% |
| YTD | +77.0% | +25.0% | +52.0% | +88.4% |
| 1Y | +73.0% | +6.9% | +66.1% | +86.1% |
| 3Y | +215.7% | +39.0% | +176.7% | +227.0% |
| All | +156.7% | +145.8% | +10.9% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling