+2,233.7%
SIMO vs HRB
+270.8%
+1,962.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +6.4% |
| 7D | -8.2% | -2.4% | -5.7% | -7.9% |
| 30D | -34.6% | +15.7% | -50.3% | -37.2% |
| 3M | -32.6% | +11.4% | -44.0% | -35.3% |
| 6M | -31.8% | +40.7% | -72.5% | -39.2% |
| YTD | +87.6% | +21.0% | +66.7% | +70.5% |
| 1Y | +86.7% | +7.2% | +79.4% | +75.1% |
| 3Y | +227.4% | +29.2% | +198.3% | +182.5% |
| 5Y | +173.0% | +142.3% | +30.7% | +87.1% |
| 10Y | +409.6% | +253.1% | +156.6% | +169.6% |
| All | +2,233.7% | +270.8% | +1,962.8% | +965.0% |
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 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