+400.3%
THC vs SCCO
+33,989.4%
-33,589.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -5.3% | +4.6% | +0.9% |
| 30D | +1.3% | +2.7% | -1.4% | +0.1% |
| 3M | +64.2% | +4.2% | +60.0% | +59.7% |
| 6M | +8.3% | -0.6% | +8.9% | +5.7% |
| YTD | +33.4% | +45.0% | -11.6% | +14.4% |
| 1Y | +37.7% | +109.3% | -71.6% | +4.3% |
| 3Y | +236.8% | +180.8% | +56.0% | +125.1% |
| 5Y | +249.3% | +314.3% | -65.0% | +101.0% |
| 10Y | +995.2% | +1,083.3% | -88.1% | +352.1% |
| All | +400.3% | +33,989.4% | -33,589.0% | +11.8% |
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