+235.7%
HBAN vs SCCO
+33,197.0%
-32,961.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +3.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -5.9% | -0.2% | -5.7% | -6.4% |
| 3M | +0.2% | +17.8% | -17.5% | -7.0% |
| 6M | +6.6% | +2.3% | +4.4% | +2.6% |
| YTD | -1.7% | +41.6% | -43.3% | -17.8% |
| 1Y | -1.7% | +101.9% | -103.6% | -28.9% |
| 3Y | +74.9% | +186.2% | -111.3% | +6.3% |
| 5Y | +36.0% | +309.7% | -273.7% | -30.5% |
| 10Y | +156.9% | +1,094.2% | -937.3% | -15.4% |
| All | +235.7% | +33,197.0% | -32,961.3% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling