+289.4%
HPE vs SCCO
+177.0%
+112.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -2.7% | +22.1% | +20.7% |
| 30D | +5.6% | -0.7% | +6.3% | +5.6% |
| 3M | +33.1% | +8.1% | +25.0% | +29.0% |
| 6M | +192.5% | +4.1% | +188.3% | +184.9% |
| YTD | +160.9% | +41.1% | +119.8% | +123.6% |
| 1Y | +155.0% | +95.6% | +59.4% | +92.4% |
| 3Y | +289.4% | +179.3% | +110.2% | +147.7% |
| All | +289.4% | +177.0% | +112.4% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling