+1.5%
HON vs SCCO
+303.5%
-302.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -13.8% | -0.7% | -13.0% | -13.9% |
| 3M | -11.7% | +8.1% | -19.8% | -13.5% |
| 6M | -18.7% | +4.1% | -22.8% | -20.3% |
| YTD | +0.2% | +41.1% | -40.9% | -7.5% |
| 1Y | -3.1% | +95.6% | -98.6% | -16.0% |
| 3Y | +17.0% | +179.3% | -162.3% | -8.9% |
| All | +1.5% | +303.5% | -302.1% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling