+645.2%
HWM vs SCCO
+355.0%
+290.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -8.0% | +2.4% | -10.5% | -8.8% |
| 30D | -18.0% | +6.4% | -24.4% | -19.8% |
| 3M | -9.5% | +21.6% | -31.1% | -15.0% |
| 6M | -8.4% | +13.4% | -21.8% | -13.0% |
| YTD | +13.6% | +52.6% | -39.0% | -1.1% |
| 1Y | +30.2% | +122.4% | -92.1% | +2.0% |
| 3Y | +392.2% | +208.5% | +183.8% | +230.4% |
| 5Y | +645.2% | +353.9% | +291.3% | +325.4% |
| All | +645.2% | +355.0% | +290.2% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling