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Funds (13F)

Holdco Asset Management, LP

Backtest from 5 Feb 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+16.4%
S&P 500 +13.9%
Last 12 months
+30.9%
S&P 500 +12.1%
Sharpe ratio
0.60
S&P 500 0.69
Biggest drop
−30.2%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $23.9k$21.1k
Holdco Asset Management, LPS&P 500 $10,000 in Holdco Asset Management, LP from 5 Feb 2021 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Holdco Asset Management, LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Holdco Asset Management, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+16.4%+13.9%
Total return+139%+111%
Last 12 months+30.9%+12.1%
Last 3 months−0.8%—
Last month+5.9%—
This year so far+15.6%—
Volatility a year24.5%15.5%
Sharpe ratio0.600.69
Biggest drop−30.2%−23.9%
Beta to the S&P 5000.841.00
Alpha a year (t-statistic)+5.7% (0.65)—
Share of weeks up52%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
FITB13.8%——
COLB11.8%——
KEY11.0%——
BKU11.0%——
EBC10.6%——
FIBK9.8%——
CPF6.0%——
HOPE5.5%——
CVBF4.9%——
BBT4.4%——
CFFN3.5%——
TRST3.1%——
CFG2.4%——
BMRC0.9%——
MCBS0.2%——
RNST0.2%——
SHBI0.2%——
HBNC0.1%——
XBP0.1%——
FMBH0.1%——
THFF0.1%——
PEBK0.1%——
FUNC0.1%——
BCAL0.1%——
BHRB0.1%——
FNWB0.0%——
EGBN0.0%——
FNRN0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest5 Feb 2021 to 2 Nov 2026+16.4%+13.9%0.600.69−30.2%0.84+5.7% (0.65)
Last three years3 Nov 2023 to 2 Nov 2026+25.4%+21.8%0.871.16−23.4%0.74+9.0% (0.71)
Last year7 Nov 2025 to 2 Nov 2026+28.7%+14.2%1.150.84−14.0%0.31+19.9% (1.00)
DateCompanyAction
21 Aug 2026FNRNBought
22 May 2026FITBBought
13 Feb 2026XBPBought
13 Feb 2026MCBSBought
13 Feb 2026HOPEBought
13 Feb 2026BBTBought
21 Nov 2025BKUBought
15 Aug 2025TRSTBought
15 Aug 2025RNSTBought
15 Aug 2025KEYBought
15 Aug 2025FIBKBought
15 Aug 2025EBCBought
15 Aug 2025COLBBought
15 Aug 2025CFGBought
15 Aug 2025CFFNBought
15 Aug 2025BMRCBought
17 May 2024THFFBought
17 May 2024SHBIBought
17 May 2024PEBKBought
17 May 2024HBNCBought
17 May 2024FUNCBought
17 May 2024FNWBBought
17 May 2024FMBHBought
17 May 2024EGBNBought
17 May 2024CVBFBought

Dated at the rebalance that made the change.

None recorded.

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest