+213.4%
HAS vs SSNC
+58.0%
+155.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.4% | +2.3% | -0.9% | +0.4% |
| 30D | +26.3% | -3.1% | +29.4% | +27.7% |
| 3M | +25.6% | -2.7% | +28.3% | +26.8% |
| 6M | +30.3% | +23.7% | +6.6% | +17.8% |
| YTD | +50.4% | -8.0% | +58.4% | +57.6% |
| 1Y | +57.7% | -4.7% | +62.4% | +61.6% |
| 3Y | +213.4% | +58.0% | +155.4% | +101.8% |
| All | +213.4% | +58.0% | +155.4% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling