+439.9%
THC vs SCCO
+28,322.8%
-27,882.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +5.3% | -17.4% | +22.7% | +11.1% |
| 3M | +7.1% | -11.7% | +18.8% | +10.0% |
| 6M | +46.0% | -12.1% | +58.2% | +47.8% |
| YTD | +43.9% | +20.9% | +23.1% | +29.5% |
| 1Y | +45.4% | +31.3% | +14.1% | +27.4% |
| 3Y | +421.3% | +170.3% | +251.0% | +248.9% |
| 5Y | +261.5% | +240.8% | +20.7% | +120.4% |
| 10Y | +1,865.8% | +683.6% | +1,182.2% | +813.0% |
| All | +439.9% | +28,322.8% | -27,882.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling