+1,374.4%
HD vs SSNC
+1,082.2%
+292.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -8.4% | +6.0% | -14.5% | -10.5% |
| 3M | +4.3% | +21.0% | -16.6% | -3.3% |
| 6M | -11.1% | +12.1% | -23.2% | -15.4% |
| YTD | -4.7% | -3.2% | -1.4% | -4.7% |
| 1Y | -19.8% | -4.4% | -15.4% | -19.5% |
| 3Y | +4.1% | +51.6% | -47.5% | -13.2% |
| 5Y | +10.3% | +21.1% | -10.8% | -1.1% |
| 10Y | +203.2% | +177.7% | +25.5% | +101.9% |
| All | +1,374.4% | +1,082.2% | +292.2% | +529.3% |
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