+87.5%
HST vs SCCO
+169.0%
-81.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +3.6% | -1.9% | +5.5% | +3.9% |
| 30D | +11.2% | -17.4% | +28.6% | +15.1% |
| 3M | +13.1% | -11.7% | +24.8% | +15.2% |
| 6M | +23.9% | -12.1% | +36.0% | +25.5% |
| YTD | +52.3% | +20.9% | +31.4% | +40.7% |
| 1Y | +56.7% | +31.3% | +25.3% | +41.7% |
| 3Y | +87.5% | +170.3% | -82.8% | +37.3% |
| All | +87.5% | +169.0% | -81.5% | +37.3% |
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 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