+235.4%
SCCO vs ALHC
-59.6%
+295.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -2.4% | -5.5% | +3.1% | -2.1% |
| 30D | -16.5% | -4.9% | -11.5% | -16.2% |
| 3M | -10.4% | -41.7% | +31.4% | -7.9% |
| 6M | -2.8% | -55.2% | +52.4% | +1.0% |
| YTD | +27.2% | -61.1% | +88.2% | +32.8% |
| 1Y | +33.6% | -53.3% | +87.0% | +38.1% |
| 3Y | +182.4% | +28.2% | +154.2% | +164.5% |
| 5Y | +262.8% | -65.8% | +328.5% | +254.9% |
| All | +235.4% | -59.6% | +295.1% | +199.7% |
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 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