+110.3%
SIMO vs HRB
+61.4%
+49.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.0% | +12.7% | +6.9% |
| 7D | +4.2% | -5.7% | +9.9% | +1.8% |
| 30D | +4.1% | +7.9% | -3.8% | +8.3% |
| 3M | -12.9% | +32.1% | -45.0% | +2.5% |
| 6M | +110.3% | +62.2% | +48.1% | +154.0% |
| All | +110.3% | +61.4% | +49.0% | +154.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling