+91.1%
FHN vs SSNC
+18.8%
+72.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.7% |
| 7D | +2.7% | -1.8% | +4.4% | +3.5% |
| 30D | -3.1% | +1.9% | -5.0% | -4.1% |
| 3M | +2.3% | +18.4% | -16.0% | -6.1% |
| 6M | +9.7% | +7.0% | +2.8% | +5.5% |
| YTD | +4.7% | -6.9% | +11.7% | +7.5% |
| 1Y | +13.8% | -8.2% | +21.9% | +17.5% |
| 3Y | +131.6% | +50.5% | +81.0% | +91.8% |
| 5Y | +91.1% | +17.4% | +73.8% | +68.7% |
| All | +91.1% | +18.8% | +72.4% | +68.7% |
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