+243.8%
HPQ vs SCCO
+1,104.1%
-860.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.5% |
| 7D | +9.8% | -2.7% | +12.4% | +10.4% |
| 30D | +22.4% | -0.7% | +23.1% | +21.6% |
| 3M | +45.2% | +8.1% | +37.1% | +39.0% |
| 6M | +96.4% | +4.1% | +92.3% | +87.0% |
| YTD | +65.4% | +41.1% | +24.3% | +35.9% |
| 1Y | +31.6% | +95.6% | -64.0% | -6.2% |
| 3Y | +37.0% | +179.3% | -142.2% | -19.7% |
| 5Y | +53.0% | +308.3% | -255.3% | -27.6% |
| All | +243.8% | +1,104.1% | -860.2% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling