+342.1%
HWM vs SCCO
+169.0%
+173.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.5% |
| 7D | +7.3% | -1.9% | +9.2% | +7.7% |
| 30D | +1.6% | -17.4% | +19.0% | +5.4% |
| 3M | -21.9% | -11.7% | -10.2% | -20.5% |
| 6M | -19.0% | -12.1% | -6.9% | -18.2% |
| YTD | +7.9% | +20.9% | -12.9% | +2.1% |
| 1Y | +9.9% | +31.3% | -21.4% | +2.4% |
| 3Y | +342.1% | +170.3% | +171.8% | +265.5% |
| All | +342.1% | +169.0% | +173.1% | +265.5% |
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