+1,612.3%
HON vs SCCO
+35,790.2%
-34,177.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -0.6% | +2.4% | -3.0% | -1.3% |
| 30D | -15.4% | +6.4% | -21.8% | -17.1% |
| 3M | -9.1% | +21.6% | -30.7% | -14.5% |
| 6M | -17.1% | +13.4% | -30.5% | -21.1% |
| YTD | +1.5% | +52.6% | -51.1% | -11.9% |
| 1Y | -1.3% | +122.4% | -123.7% | -23.3% |
| 3Y | +19.5% | +208.5% | -188.9% | -18.3% |
| 5Y | +3.1% | +353.9% | -350.8% | -39.0% |
| 10Y | +138.4% | +1,187.3% | -1,048.9% | +1.6% |
| All | +1,612.3% | +35,790.2% | -34,177.9% | +210.6% |
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 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