+1,244.1%
HALO vs SSNC
+1,021.3%
+222.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.1% |
| 7D | -2.1% | -3.9% | +1.8% | 0.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +50.2% | +15.9% | +34.3% | +37.5% |
| 6M | +57.6% | +7.5% | +50.1% | +49.6% |
| YTD | +59.6% | -8.2% | +67.8% | +63.3% |
| 1Y | +41.2% | -9.3% | +50.5% | +44.9% |
| 3Y | +178.9% | +48.5% | +130.4% | +113.7% |
| 5Y | +160.1% | +16.0% | +144.1% | +123.8% |
| 10Y | +967.5% | +169.2% | +798.3% | +394.9% |
| All | +1,244.1% | +1,021.3% | +222.8% | +153.6% |
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