+1,547.2%
HWM vs SCCO
+951.1%
+596.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.2% | +0.8% |
| 7D | -12.5% | -2.7% | -9.8% | -11.9% |
| 30D | -19.0% | -0.2% | -18.8% | -19.8% |
| 3M | -8.6% | +17.8% | -26.4% | -16.2% |
| 6M | -10.2% | +2.3% | -12.4% | -13.8% |
| YTD | +11.3% | +41.6% | -30.3% | -8.6% |
| 1Y | +24.3% | +101.9% | -77.6% | -13.7% |
| 3Y | +382.3% | +186.2% | +196.1% | +161.8% |
| 5Y | +640.6% | +309.7% | +331.0% | +210.9% |
| All | +1,547.2% | +951.1% | +596.1% | +271.0% |
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 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