+634.9%
HLT vs SCCO
+1,138.0%
-503.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -2.7% | +1.0% | -1.0% |
| 30D | -5.0% | -0.7% | -4.3% | -5.3% |
| 3M | -10.4% | +8.1% | -18.5% | -13.3% |
| 6M | +3.2% | +4.1% | -0.9% | -0.1% |
| YTD | +6.7% | +41.1% | -34.4% | -7.3% |
| 1Y | +10.3% | +95.6% | -85.3% | -14.1% |
| 3Y | +99.3% | +179.3% | -79.9% | +32.5% |
| 5Y | +143.7% | +308.3% | -164.6% | +37.8% |
| 10Y | +584.7% | +1,090.2% | -505.5% | +155.8% |
| All | +634.9% | +1,138.0% | -503.1% | +174.2% |
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