+36.3%
HBAN vs SCCO
+303.5%
-267.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -5.6% | -0.7% | -4.9% | -5.9% |
| 3M | -1.1% | +8.1% | -9.2% | -4.1% |
| 6M | +9.9% | +4.1% | +5.8% | +6.5% |
| YTD | -0.9% | +41.1% | -42.1% | -13.9% |
| 1Y | -1.4% | +95.6% | -97.0% | -23.4% |
| 3Y | +78.2% | +179.3% | -101.0% | +16.2% |
| All | +36.3% | +303.5% | -267.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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