-38.1%
HDB vs SSNC
+14.9%
-53.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -6.2% | -6.7% | +0.6% | -3.9% |
| 30D | -6.2% | -0.8% | -5.4% | -6.0% |
| 3M | -5.9% | +16.1% | -21.9% | -11.0% |
| 6M | -25.9% | +7.9% | -33.9% | -28.2% |
| YTD | -40.2% | -8.7% | -31.5% | -38.8% |
| 1Y | -38.0% | -9.5% | -28.5% | -36.4% |
| 3Y | -30.5% | +47.7% | -78.2% | -44.2% |
| 5Y | -38.1% | +17.6% | -55.8% | -43.0% |
| All | -38.1% | +14.9% | -53.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling