+41.5%
HDB vs SCCO
+1,104.1%
-1,062.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +6.9% |
| 7D | +0.7% | -2.7% | +3.3% | +1.2% |
| 30D | +1.0% | -0.7% | +1.7% | +0.8% |
| 3M | -2.0% | +8.1% | -10.1% | -4.6% |
| 6M | -18.1% | +4.1% | -22.2% | -20.1% |
| YTD | -36.1% | +41.1% | -77.3% | -42.7% |
| 1Y | -34.0% | +95.6% | -129.6% | -45.8% |
| 3Y | -26.7% | +179.3% | -205.9% | -47.3% |
| 5Y | -33.9% | +308.3% | -342.2% | -59.1% |
| All | +41.5% | +1,104.1% | -1,062.6% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling