+101.9%
HAS vs SSNC
+177.4%
-75.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.2% | -4.5% | +6.7% | +4.3% |
| 30D | +29.6% | -3.9% | +33.5% | +31.7% |
| 3M | +30.3% | -1.3% | +31.6% | +30.8% |
| 6M | +25.6% | +14.1% | +11.5% | +16.9% |
| YTD | +50.8% | -9.9% | +60.7% | +55.7% |
| 1Y | +63.0% | -6.2% | +69.2% | +65.0% |
| 3Y | +211.6% | +56.1% | +155.5% | +146.1% |
| 5Y | +50.4% | +5.4% | +45.0% | +40.1% |
| 10Y | +101.9% | +172.3% | -70.4% | +37.1% |
| All | +101.9% | +177.4% | -75.6% | +37.1% |
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