-30.7%
HDB vs SSNC
+47.5%
-78.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -4.9% | -3.9% | -1.0% | -4.0% |
| 30D | -5.8% | -0.2% | -5.7% | -5.8% |
| 3M | -5.2% | +15.9% | -21.1% | -8.5% |
| 6M | -25.7% | +7.5% | -33.2% | -27.2% |
| YTD | -39.6% | -8.2% | -31.4% | -39.0% |
| 1Y | -36.9% | -9.3% | -27.6% | -36.1% |
| All | -30.7% | +47.5% | -78.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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