+246.7%
THC vs SCCO
+210.1%
+36.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.1% |
| 7D | -2.6% | +3.4% | -6.0% | -3.2% |
| 30D | -1.2% | +6.6% | -7.8% | -2.5% |
| 3M | +58.9% | +24.5% | +34.4% | +51.2% |
| 6M | +9.3% | +16.5% | -7.2% | +4.5% |
| YTD | +30.4% | +52.1% | -21.8% | +15.5% |
| 1Y | +34.6% | +114.2% | -79.6% | +7.9% |
| 3Y | +246.7% | +207.4% | +39.2% | +113.0% |
| All | +246.7% | +210.1% | +36.6% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling