+303.6%
HL vs SSNC
+1,037.0%
-733.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | +0.3% |
| 7D | +7.1% | -1.8% | +8.8% | +7.8% |
| 30D | +21.4% | +1.9% | +19.5% | +20.6% |
| 3M | +37.4% | +18.4% | +19.0% | +28.0% |
| 6M | +0.4% | +7.0% | -6.6% | -3.4% |
| YTD | +6.7% | -6.9% | +13.6% | +7.7% |
| 1Y | +102.4% | -8.2% | +110.5% | +104.6% |
| 3Y | +417.4% | +50.5% | +366.9% | +328.1% |
| 5Y | +243.3% | +17.4% | +225.9% | +207.7% |
| 10Y | +242.6% | +164.9% | +77.6% | +128.2% |
| All | +303.6% | +1,037.0% | -733.3% | +45.8% |
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