+273.5%
SCCO vs ALHC
-33.0%
+306.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.2% | -7.1% |
| 7D | -2.7% | -5.8% | +3.1% | -2.3% |
| 30D | -0.2% | -3.3% | +3.2% | 0.0% |
| 3M | +17.8% | -37.9% | +55.7% | +20.9% |
| 6M | +2.3% | -29.5% | +31.8% | +3.6% |
| YTD | +41.6% | -35.4% | +77.0% | +44.2% |
| 1Y | +101.9% | -22.4% | +124.3% | +103.4% |
| 3Y | +186.2% | +146.3% | +39.8% | +157.1% |
| 5Y | +309.7% | -32.0% | +341.7% | +284.8% |
| All | +273.5% | -33.0% | +306.5% | +225.4% |
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