+256.9%
HL vs SSNC
+173.6%
+83.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -4.4% | -4.0% | -0.3% | -2.7% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | +32.0% | +18.9% | +13.1% | +21.0% |
| 6M | -6.4% | +10.8% | -17.3% | -12.1% |
| YTD | +3.1% | -7.1% | +10.3% | +4.6% |
| 1Y | +77.6% | -9.6% | +87.2% | +81.7% |
| 3Y | +392.8% | +51.1% | +341.8% | +286.1% |
| 5Y | +234.1% | +19.7% | +214.5% | +185.9% |
| All | +256.9% | +173.6% | +83.3% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling