+1,573.3%
HWM vs SCCO
+1,029.2%
+544.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.9% | -15.6% | -12.7% |
| 7D | -9.2% | +3.4% | -12.6% | -10.7% |
| 30D | -17.9% | +6.6% | -24.5% | -20.7% |
| 3M | -6.0% | +24.5% | -30.5% | -15.6% |
| 6M | -7.4% | +16.5% | -23.8% | -15.6% |
| YTD | +13.1% | +52.1% | -39.0% | -9.7% |
| 1Y | +29.3% | +114.2% | -84.9% | -12.1% |
| 3Y | +389.9% | +207.4% | +182.5% | +158.7% |
| 5Y | +655.5% | +353.7% | +301.8% | +202.9% |
| All | +1,573.3% | +1,029.2% | +544.2% | +266.7% |
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