+6,075.9%
HD vs SCCO
+28,322.8%
-22,246.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.6% |
| 3M | +2.8% | -11.7% | +14.5% | +4.8% |
| 6M | +17.0% | -12.1% | +29.1% | +18.4% |
| YTD | +3.5% | +20.9% | -17.3% | -3.5% |
| 1Y | -2.6% | +31.3% | -33.9% | -10.9% |
| 3Y | +30.7% | +170.3% | -139.6% | -1.4% |
| 5Y | +6.2% | +240.8% | -234.6% | -25.8% |
| 10Y | +242.7% | +683.6% | -440.9% | +90.8% |
| All | +6,075.9% | +28,322.8% | -22,246.9% | +1,469.1% |
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