+166.7%
FHN vs SSNC
+1,082.2%
-915.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.2% | +0.6% | +0.5% | +0.8% |
| 30D | -4.7% | +6.0% | -10.7% | -7.7% |
| 3M | +3.5% | +21.0% | -17.4% | -7.1% |
| 6M | +7.8% | +12.1% | -4.3% | +0.3% |
| YTD | +5.9% | -3.2% | +9.1% | +5.6% |
| 1Y | +12.5% | -4.4% | +16.8% | +12.9% |
| 3Y | +117.2% | +51.6% | +65.6% | +72.1% |
| 5Y | +86.5% | +21.1% | +65.5% | +61.5% |
| 10Y | +125.7% | +177.7% | -52.0% | +28.2% |
| All | +166.7% | +1,082.2% | -915.5% | -25.7% |
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 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