+388.0%
HWM vs SCCO
+198.6%
+189.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.9% | -15.6% | -11.7% |
| 7D | -9.2% | +3.4% | -12.6% | -9.9% |
| 30D | -17.9% | +6.6% | -24.5% | -19.3% |
| 3M | -6.0% | +24.5% | -30.5% | -11.2% |
| 6M | -7.4% | +16.5% | -23.8% | -11.8% |
| YTD | +13.1% | +52.1% | -39.0% | +1.8% |
| 1Y | +29.3% | +114.2% | -84.9% | +8.9% |
| All | +388.0% | +198.6% | +189.3% | +269.9% |
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