-23.1%
HD vs SSNC
-9.3%
-13.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | -1.8% | -3.9% | +2.1% | -1.0% |
| 30D | -10.8% | -0.2% | -10.7% | -10.8% |
| 3M | -2.7% | +15.9% | -18.6% | -5.3% |
| 6M | -10.3% | +7.5% | -17.7% | -12.1% |
| YTD | -7.8% | -8.2% | +0.4% | -7.3% |
| 1Y | -23.1% | -9.3% | -13.8% | -21.4% |
| All | -23.1% | -9.3% | -13.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling