+248.6%
HD vs SCCO
+682.0%
-433.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +18.0% | -17.4% | +35.4% | +23.0% |
| 3M | +2.8% | -11.7% | +14.5% | +4.9% |
| 6M | +17.0% | -12.1% | +29.1% | +18.5% |
| YTD | +3.5% | +20.9% | -17.3% | -4.9% |
| 1Y | -2.6% | +31.3% | -33.9% | -12.5% |
| 3Y | +30.7% | +170.3% | -139.6% | -7.9% |
| 5Y | +6.2% | +240.8% | -234.6% | -32.7% |
| All | +248.6% | +682.0% | -433.4% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling