+1,209.3%
DHI vs SSNC
+1,034.4%
+174.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -3.4% | -4.0% | +0.6% | -1.4% |
| 30D | -5.4% | +0.5% | -6.0% | -5.7% |
| 3M | -10.4% | +18.9% | -29.4% | -18.2% |
| 6M | -2.8% | +10.8% | -13.6% | -8.3% |
| YTD | -3.4% | -7.1% | +3.7% | -1.6% |
| 1Y | -22.9% | -9.6% | -13.3% | -20.5% |
| 3Y | +20.7% | +51.1% | -30.4% | -5.3% |
| 5Y | +62.1% | +19.7% | +42.5% | +42.2% |
| 10Y | +410.4% | +172.3% | +238.1% | +189.2% |
| All | +1,209.3% | +1,034.4% | +174.8% | +265.9% |
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