+502.2%
HST vs SCCO
+33,989.4%
-33,487.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.0% | -5.3% | +4.2% | +1.0% |
| 30D | -12.3% | +2.7% | -14.9% | -13.4% |
| 3M | -6.4% | +4.2% | -10.6% | -9.3% |
| 6M | +15.0% | -0.6% | +15.6% | +12.0% |
| YTD | +30.5% | +45.0% | -14.5% | +7.9% |
| 1Y | +35.7% | +109.3% | -73.6% | -3.9% |
| 3Y | +68.4% | +180.8% | -112.4% | +1.4% |
| 5Y | +73.1% | +314.3% | -241.1% | -14.2% |
| 10Y | +92.7% | +1,083.3% | -990.6% | -41.6% |
| All | +502.2% | +33,989.4% | -33,487.1% | -3.2% |
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