+972.8%
HIG vs SCCO
+33,197.0%
-32,224.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +2.7% |
| 7D | -2.3% | -2.7% | +0.4% | -1.6% |
| 30D | -1.2% | -0.2% | -1.0% | -1.9% |
| 3M | +6.3% | +17.8% | -11.5% | -1.6% |
| 6M | +0.6% | +2.3% | -1.7% | -4.0% |
| YTD | +0.6% | +41.6% | -41.0% | -16.5% |
| 1Y | +6.1% | +101.9% | -95.8% | -23.8% |
| 3Y | +102.0% | +186.2% | -84.2% | +18.9% |
| 5Y | +119.2% | +309.7% | -190.5% | +6.7% |
| 10Y | +312.5% | +1,094.2% | -781.8% | +20.9% |
| All | +972.8% | +33,197.0% | -32,224.2% | +58.1% |
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