+282.4%
SCCO vs ALHC
-28.9%
+311.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +4.2% | -10.2% | +14.4% | +4.4% |
| 6M | -0.6% | -28.3% | +27.7% | +0.6% |
| YTD | +45.0% | -31.4% | +76.4% | +47.1% |
| 1Y | +109.3% | -16.9% | +126.2% | +110.0% |
| 3Y | +180.8% | +135.5% | +45.3% | +153.5% |
| 5Y | +314.3% | -33.6% | +347.9% | +290.2% |
| All | +282.4% | -28.9% | +311.3% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling