+143.8%
HBM vs SSNC
+1,021.3%
-877.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | +5.5% | -3.9% | +9.4% | +7.7% |
| 30D | +3.3% | -0.2% | +3.5% | +3.1% |
| 3M | +12.7% | +15.9% | -3.3% | +1.4% |
| 6M | +28.2% | +7.5% | +20.7% | +19.7% |
| YTD | +45.3% | -8.2% | +53.5% | +47.0% |
| 1Y | +121.7% | -9.3% | +131.0% | +124.9% |
| 3Y | +523.5% | +48.5% | +475.1% | +368.9% |
| 5Y | +393.9% | +16.0% | +377.9% | +328.1% |
| 10Y | +647.9% | +169.2% | +478.7% | +318.6% |
| All | +143.8% | +1,021.3% | -877.4% | -35.5% |
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 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