+153.3%
FHN vs SSNC
+1,023.5%
-870.2%
-64.2%
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 | +2.1% | +2.3% | -0.2% | +0.9% |
| 30D | +3.8% | -3.1% | +6.9% | +5.2% |
| 3M | -8.9% | -2.7% | -6.2% | -8.1% |
| 6M | +1.8% | +23.7% | -21.9% | -10.2% |
| YTD | +0.6% | -8.0% | +8.6% | +2.6% |
| 1Y | +12.9% | -4.7% | +17.6% | +13.0% |
| 3Y | +126.4% | +58.0% | +68.4% | +74.8% |
| 5Y | +62.3% | +8.0% | +54.3% | +48.8% |
| 10Y | +84.0% | +183.8% | -99.8% | +3.7% |
| All | +153.3% | +1,023.5% | -870.2% | -27.9% |
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