+398.8%
HL vs SSNC
+46.7%
+352.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -5.6% | -6.7% | +1.1% | -4.0% |
| 30D | +12.7% | -0.8% | +13.6% | +13.0% |
| 3M | +42.5% | +16.1% | +26.5% | +36.8% |
| 6M | -9.0% | +7.9% | -16.9% | -10.6% |
| YTD | +4.4% | -8.7% | +13.1% | +9.4% |
| 1Y | +82.7% | -9.5% | +92.2% | +92.3% |
| All | +398.8% | +46.7% | +352.1% | +254.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling