+43.3%
HAL vs SSNC
+1,021.7%
-978.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.6% | +1.4% | +1.3% | +1.9% |
| 30D | -0.1% | -2.6% | +2.5% | +0.7% |
| 3M | -1.1% | -0.6% | -0.5% | -1.7% |
| 6M | -20.7% | +19.9% | -40.6% | -29.5% |
| YTD | +17.5% | -8.2% | +25.7% | +19.1% |
| 1Y | +24.1% | -5.5% | +29.7% | +23.7% |
| 3Y | -8.4% | +56.8% | -65.2% | -32.1% |
| 5Y | +53.2% | +7.8% | +45.4% | +37.0% |
| 10Y | -17.2% | +183.3% | -200.6% | -54.1% |
| All | +43.3% | +1,021.7% | -978.4% | -63.7% |
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