+262.3%
THC vs SCCO
+313.8%
-51.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -0.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +1.5% | -0.2% | +1.7% | +1.2% |
| 3M | +59.9% | +17.8% | +42.1% | +51.6% |
| 6M | +11.0% | +2.3% | +8.7% | +8.1% |
| YTD | +32.6% | +41.6% | -9.0% | +15.6% |
| 1Y | +37.4% | +101.9% | -64.5% | +6.1% |
| 3Y | +252.5% | +186.2% | +66.4% | +126.7% |
| 5Y | +262.3% | +309.7% | -47.3% | +100.3% |
| All | +262.3% | +313.8% | -51.4% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling