+602.7%
HST vs SCCO
+28,322.8%
-27,720.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | +3.6% | -1.9% | +5.5% | +4.2% |
| 30D | +11.2% | -17.4% | +28.6% | +19.0% |
| 3M | +13.1% | -11.7% | +24.8% | +17.1% |
| 6M | +23.9% | -12.1% | +36.0% | +26.6% |
| YTD | +52.3% | +20.9% | +31.4% | +33.7% |
| 1Y | +56.7% | +31.3% | +25.3% | +32.9% |
| 3Y | +87.5% | +170.3% | -82.8% | +13.4% |
| 5Y | +82.8% | +240.8% | -158.0% | -2.6% |
| 10Y | +134.6% | +683.6% | -549.1% | -16.7% |
| All | +602.7% | +28,322.8% | -27,720.1% | +20.0% |
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