+595.8%
HON vs SSNC
+1,037.0%
-441.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.9% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -15.2% | +1.9% | -17.1% | -15.9% |
| 3M | -6.0% | +18.4% | -24.4% | -12.8% |
| 6M | -14.9% | +7.0% | -21.9% | -18.0% |
| YTD | +3.2% | -6.9% | +10.1% | +4.5% |
| 1Y | 0.0% | -8.2% | +8.2% | +1.6% |
| 3Y | +21.5% | +50.5% | -29.1% | -0.4% |
| 5Y | +4.0% | +17.4% | -13.3% | -6.9% |
| 10Y | +138.4% | +164.9% | -26.6% | +50.4% |
| All | +595.8% | +1,037.0% | -441.2% | +127.0% |
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