+218.8%
SCCO vs ALHC
-61.4%
+280.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -17.4% | -10.6% | -6.8% | -16.9% |
| 3M | -11.7% | -45.3% | +33.7% | -8.9% |
| 6M | -12.1% | -59.7% | +47.6% | -8.1% |
| YTD | +20.9% | -62.7% | +83.6% | +26.6% |
| 1Y | +31.3% | -56.1% | +87.5% | +36.3% |
| 3Y | +170.3% | +21.3% | +149.1% | +154.1% |
| 5Y | +240.8% | -66.0% | +306.8% | +233.8% |
| All | +218.8% | -61.4% | +280.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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