+175.4%
HL vs SCCO
+33,085.5%
-32,910.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.0% |
| 30D | +9.3% | -0.7% | +10.0% | +9.4% |
| 3M | +32.0% | +8.1% | +23.9% | +26.0% |
| 6M | -6.4% | +4.1% | -10.5% | -8.4% |
| YTD | +3.1% | +41.1% | -38.0% | -15.2% |
| 1Y | +77.6% | +95.6% | -18.0% | +21.6% |
| 3Y | +392.8% | +179.3% | +213.6% | +175.0% |
| 5Y | +234.1% | +308.3% | -74.2% | +50.7% |
| 10Y | +264.5% | +1,090.2% | -825.8% | -10.7% |
| All | +175.4% | +33,085.5% | -32,910.1% | -58.9% |
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