+3,365.1%
SIMO vs HRB
+256.8%
+3,108.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.0% | +12.7% | +9.6% |
| 7D | +4.2% | -5.7% | +9.9% | +5.5% |
| 30D | +4.1% | +7.9% | -3.8% | +1.9% |
| 3M | -12.9% | +32.1% | -45.0% | -20.0% |
| 6M | +110.3% | +62.2% | +48.1% | +80.4% |
| YTD | +178.6% | +16.4% | +162.2% | +158.5% |
| 1Y | +220.0% | -0.3% | +220.3% | +208.9% |
| 3Y | +409.0% | +36.0% | +373.0% | +336.0% |
| 5Y | +277.3% | +125.2% | +152.1% | +165.9% |
| 10Y | +506.6% | +237.7% | +268.9% | +228.2% |
| All | +3,365.1% | +256.8% | +3,108.2% | +1,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling