+2,193.0%
SIMO vs HRB
+270.9%
+1,922.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -16.0% | -4.0% | -12.0% | -15.5% |
| 30D | -35.8% | +15.8% | -51.5% | -38.3% |
| 3M | -26.5% | +12.0% | -38.5% | -29.5% |
| 6M | -33.0% | +40.7% | -73.8% | -40.3% |
| YTD | +84.3% | +21.0% | +63.4% | +67.5% |
| 1Y | +82.0% | +11.7% | +70.3% | +68.9% |
| 3Y | +218.5% | +25.0% | +193.5% | +177.5% |
| 5Y | +175.0% | +141.0% | +34.0% | +88.8% |
| 10Y | +407.5% | +241.3% | +166.2% | +172.4% |
| All | +2,193.0% | +270.9% | +1,922.1% | +946.4% |
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