+13.0%
SCCO vs HRB
+47.3%
-34.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +3.3% |
| 7D | +3.4% | -9.1% | +12.5% | +1.2% |
| 30D | +6.6% | +0.3% | +6.4% | +7.3% |
| 3M | +24.5% | +23.4% | +1.1% | +34.5% |
| All | +13.0% | +47.3% | -34.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 6mo: compounded portfolio wealth divided by compounded HRB 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…
6mo analysis · Full analysis span regression · 6 months rolling