+25.0%
HL vs SCCO
+43.0%
-17.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.9% | +11.2% | +11.5% |
| 7D | +0.2% | -7.9% | +8.1% | +7.8% |
| 30D | -12.1% | -13.0% | +0.9% | -0.6% |
| 3M | -2.8% | -6.9% | +4.0% | +2.8% |
| 6M | -14.9% | +11.0% | -25.9% | -22.8% |
| YTD | -22.0% | +30.3% | -52.3% | -42.4% |
| 1Y | +25.0% | +45.0% | -20.0% | -18.6% |
| All | +25.0% | +43.0% | -17.9% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling