+1,477.3%
HD vs SSNC
+998.3%
+479.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | +4.3% | -3.3% | +7.7% | +5.7% |
| 30D | +20.2% | -1.3% | +21.4% | +20.7% |
| 3M | -1.0% | -2.3% | +1.3% | -0.3% |
| 6M | +7.9% | +12.6% | -4.7% | +2.5% |
| YTD | +2.0% | -10.1% | +12.1% | +4.8% |
| 1Y | -4.3% | -6.6% | +2.3% | -3.2% |
| 3Y | +25.9% | +54.0% | -28.0% | +4.3% |
| 5Y | +5.8% | +7.0% | -1.1% | -0.7% |
| 10Y | +262.5% | +176.7% | +85.8% | +143.3% |
| All | +1,477.3% | +998.3% | +479.1% | +591.5% |
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