+775.9%
HPQ vs SCCO
+35,790.2%
-35,014.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +2.2% | +2.4% | -0.2% | +1.5% |
| 30D | +9.7% | +6.4% | +3.3% | +7.3% |
| 3M | +32.7% | +21.6% | +11.2% | +24.3% |
| 6M | +77.7% | +13.4% | +64.3% | +67.5% |
| YTD | +51.0% | +52.6% | -1.6% | +28.7% |
| 1Y | +18.4% | +122.4% | -104.0% | -9.8% |
| 3Y | +25.6% | +208.5% | -182.9% | -14.8% |
| 5Y | +38.6% | +353.9% | -315.3% | -17.4% |
| 10Y | +226.1% | +1,187.3% | -961.1% | +44.0% |
| All | +775.9% | +35,790.2% | -35,014.3% | +78.1% |
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