+1,511.9%
HD vs SSNC
+1,013.9%
+498.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +5.2% | -2.5% | +7.7% | +6.2% |
| 30D | +20.7% | -2.7% | +23.5% | +21.9% |
| 3M | +0.8% | -0.8% | +1.6% | +1.0% |
| 6M | +12.2% | +15.5% | -3.3% | +5.6% |
| YTD | +4.2% | -8.8% | +13.0% | +6.5% |
| 1Y | -2.6% | -5.8% | +3.2% | -1.7% |
| 3Y | +30.0% | +55.7% | -25.7% | +7.2% |
| 5Y | +8.1% | +6.7% | +1.4% | +1.5% |
| 10Y | +247.2% | +184.0% | +63.1% | +131.1% |
| All | +1,511.9% | +1,013.9% | +498.0% | +602.9% |
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