+3,652.6%
HDB vs SCCO
+35,454.4%
-31,801.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -8.0% | -4.8% |
| 7D | -2.0% | +3.4% | -5.5% | -3.4% |
| 30D | -4.9% | +6.6% | -11.5% | -7.6% |
| 3M | -2.3% | +24.5% | -26.8% | -11.5% |
| 6M | -23.7% | +16.5% | -40.2% | -29.9% |
| YTD | -38.5% | +52.1% | -90.6% | -50.0% |
| 1Y | -36.5% | +114.2% | -150.6% | -55.4% |
| 3Y | -28.5% | +207.4% | -235.9% | -59.0% |
| 5Y | -37.4% | +353.7% | -391.1% | -71.1% |
| 10Y | +34.0% | +1,144.5% | -1,110.5% | -64.1% |
| All | +3,652.6% | +35,454.4% | -31,801.9% | +348.8% |
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