+55.7%
HAS vs SSNC
+164.2%
-108.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -0.7% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | -2.7% | +1.9% | -4.6% | -3.6% |
| 3M | +8.9% | +18.4% | -9.5% | +0.2% |
| 6M | -2.9% | +7.0% | -9.9% | -6.8% |
| YTD | +12.6% | -6.9% | +19.6% | +14.7% |
| 1Y | +17.5% | -8.2% | +25.6% | +20.2% |
| 3Y | +46.2% | +50.5% | -4.3% | +17.8% |
| 5Y | +12.6% | +17.4% | -4.8% | +0.2% |
| 10Y | +55.7% | +164.9% | -109.2% | +5.5% |
| All | +55.7% | +164.2% | -108.5% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling