+717.5%
HPE vs SCCO
+1,050.2%
-332.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +13.6% | +2.4% | +11.2% | +12.6% |
| 30D | +7.7% | +6.4% | +1.3% | +4.6% |
| 3M | +22.4% | +21.6% | +0.8% | +12.2% |
| 6M | +172.6% | +13.4% | +159.2% | +154.6% |
| YTD | +147.5% | +52.6% | +94.9% | +99.3% |
| 1Y | +151.8% | +122.4% | +29.4% | +71.1% |
| 3Y | +267.1% | +208.5% | +58.6% | +106.2% |
| 5Y | +362.8% | +353.9% | +8.9% | +106.8% |
| 10Y | +540.2% | +1,187.3% | -647.1% | +58.7% |
| All | +717.5% | +1,050.2% | -332.7% | +104.2% |
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