+1,175.5%
DHR vs SSNC
+1,021.3%
+154.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -2.4% | -3.9% | +1.5% | -1.0% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | +9.0% | +15.9% | -7.0% | +2.8% |
| 6M | +3.5% | +7.5% | -4.0% | +0.3% |
| YTD | -10.1% | -8.2% | -1.9% | -8.1% |
| 1Y | +6.2% | -9.3% | +15.5% | +8.9% |
| 3Y | -5.4% | +48.5% | -53.8% | -19.1% |
| 5Y | -27.9% | +16.0% | -43.9% | -33.4% |
| 10Y | +215.7% | +169.2% | +46.6% | +111.7% |
| All | +1,175.5% | +1,021.3% | +154.2% | +395.2% |
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