+283.0%
HDB vs SSNC
+1,082.2%
-799.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -2.8% | +6.0% | -8.9% | -4.8% |
| 3M | -3.5% | +21.0% | -24.5% | -10.0% |
| 6M | -24.7% | +12.1% | -36.8% | -28.0% |
| YTD | -36.6% | -3.2% | -33.3% | -36.5% |
| 1Y | -34.4% | -4.4% | -30.0% | -34.2% |
| 3Y | -24.4% | +51.6% | -76.0% | -36.5% |
| 5Y | -35.4% | +21.1% | -56.4% | -41.8% |
| 10Y | +39.5% | +177.7% | -138.1% | -9.1% |
| All | +283.0% | +1,082.2% | -799.2% | +39.1% |
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