+203.4%
HD vs SCCO
+1,108.1%
-904.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +0.2% |
| 7D | -3.9% | -2.7% | -1.2% | -3.4% |
| 30D | -13.1% | -0.2% | -13.0% | -13.4% |
| 3M | -3.4% | +17.8% | -21.2% | -8.0% |
| 6M | -12.6% | +2.3% | -14.8% | -14.4% |
| YTD | -9.2% | +41.6% | -50.8% | -19.2% |
| 1Y | -23.9% | +101.9% | -125.8% | -38.7% |
| 3Y | +0.4% | +186.2% | -185.7% | -29.2% |
| 5Y | +4.5% | +309.7% | -305.1% | -36.2% |
| All | +203.4% | +1,108.1% | -904.7% | +26.1% |
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 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