+973.2%
THC vs SCCO
+1,104.1%
-130.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.5% | -2.7% | +2.1% | +0.3% |
| 30D | -1.2% | -0.7% | -0.4% | -1.5% |
| 3M | +52.3% | +8.1% | +44.2% | +45.2% |
| 6M | +12.4% | +4.1% | +8.3% | +6.8% |
| YTD | +32.7% | +41.1% | -8.4% | +8.8% |
| 1Y | +36.4% | +95.6% | -59.2% | -4.2% |
| 3Y | +259.3% | +179.3% | +80.0% | +100.3% |
| 5Y | +262.7% | +308.3% | -45.6% | +58.4% |
| All | +973.2% | +1,104.1% | -130.9% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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