+326.8%
HDB vs SSNC
+1,023.6%
-696.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.7% | +2.3% | +0.4% | +2.0% |
| 30D | +14.1% | -3.1% | +17.2% | +15.2% |
| 3M | +11.8% | -2.7% | +14.6% | +12.6% |
| 6M | +8.2% | +23.7% | -15.5% | -0.1% |
| YTD | -29.3% | -8.0% | -21.3% | -28.1% |
| 1Y | -28.8% | -4.7% | -24.1% | -28.6% |
| 3Y | -7.5% | +58.0% | -65.5% | -23.5% |
| 5Y | -23.1% | +8.0% | -31.0% | -28.1% |
| 10Y | +63.7% | +183.8% | -120.1% | +5.9% |
| All | +326.8% | +1,023.6% | -696.8% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling