-31.4%
HDB vs SCCO
+178.0%
-209.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -0.2% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | -6.2% | -0.2% | -6.1% | -6.4% |
| 3M | -5.9% | +17.8% | -23.6% | -8.3% |
| 6M | -25.9% | +2.3% | -28.2% | -27.0% |
| YTD | -40.2% | +41.6% | -81.8% | -43.5% |
| 1Y | -38.0% | +101.9% | -139.9% | -44.3% |
| All | -31.4% | +178.0% | -209.4% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling