+593.2%
HBM vs SCCO
+2,524.1%
-1,930.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.2% | -0.3% | -0.2% |
| 7D | -3.7% | -2.7% | -1.0% | -1.0% |
| 30D | -3.7% | -0.2% | -3.5% | -3.5% |
| 3M | +8.0% | +17.8% | -9.8% | -8.0% |
| 6M | +15.8% | +2.3% | +13.5% | +15.0% |
| YTD | +34.4% | +41.6% | -7.2% | -5.4% |
| 1Y | +98.2% | +101.9% | -3.7% | -2.6% |
| 3Y | +476.6% | +186.2% | +290.4% | +101.5% |
| 5Y | +331.1% | +309.7% | +21.4% | +11.0% |
| 10Y | +591.6% | +1,094.2% | -502.7% | -25.2% |
| All | +593.2% | +2,524.1% | -1,930.9% | -50.3% |
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