+1,729.1%
HCA vs SCCO
+856.7%
+872.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +1.6% |
| 7D | +2.9% | -2.7% | +5.6% | +3.5% |
| 30D | +2.4% | -0.2% | +2.5% | +2.1% |
| 3M | +13.0% | +17.8% | -4.7% | +7.3% |
| 6M | -21.4% | +2.3% | -23.6% | -23.5% |
| YTD | -9.5% | +41.6% | -51.1% | -20.4% |
| 1Y | +7.5% | +101.9% | -94.3% | -15.1% |
| 3Y | +57.6% | +186.2% | -128.6% | +7.2% |
| 5Y | +71.1% | +309.7% | -238.6% | +0.1% |
| 10Y | +498.8% | +1,094.2% | -595.5% | +133.6% |
| All | +1,729.1% | +856.7% | +872.4% | +599.1% |
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