+108.1%
HST vs SCCO
+1,108.1%
-1,000.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +2.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | -0.7% | -0.2% | -0.5% | -1.1% |
| 3M | -4.0% | +17.8% | -21.8% | -10.1% |
| 6M | +20.7% | +2.3% | +18.4% | +17.0% |
| YTD | +31.0% | +41.6% | -10.6% | +11.3% |
| 1Y | +36.2% | +101.9% | -65.7% | +0.8% |
| 3Y | +66.6% | +186.2% | -119.5% | +2.9% |
| 5Y | +75.8% | +309.7% | -233.9% | -10.1% |
| All | +108.1% | +1,108.1% | -1,000.0% | -31.3% |
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