+5,586.4%
HD vs SCCO
+33,989.4%
-28,403.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.1% | -5.3% | +3.2% | -0.9% |
| 30D | -8.4% | +2.7% | -11.1% | -9.1% |
| 3M | +4.3% | +4.2% | +0.1% | +2.5% |
| 6M | -11.1% | -0.6% | -10.5% | -12.2% |
| YTD | -4.7% | +45.0% | -49.6% | -14.1% |
| 1Y | -19.8% | +109.3% | -129.1% | -33.9% |
| 3Y | +4.1% | +180.8% | -176.7% | -21.7% |
| 5Y | +10.3% | +314.3% | -303.9% | -26.0% |
| 10Y | +203.2% | +1,083.3% | -880.2% | +55.0% |
| All | +5,586.4% | +33,989.4% | -28,403.0% | +1,296.4% |
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