+563.1%
HPE vs SSNC
+173.6%
+389.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +11.6% |
| 7D | +19.4% | -4.0% | +23.4% | +21.7% |
| 30D | +5.6% | +0.5% | +5.1% | +5.2% |
| 3M | +33.1% | +18.9% | +14.1% | +20.1% |
| 6M | +192.5% | +10.8% | +181.6% | +172.0% |
| YTD | +160.9% | -7.1% | +168.1% | +165.7% |
| 1Y | +155.0% | -9.6% | +164.6% | +163.3% |
| 3Y | +289.4% | +51.1% | +238.3% | +203.5% |
| 5Y | +395.7% | +19.7% | +376.0% | +329.9% |
| All | +563.1% | +173.6% | +389.5% | +303.2% |
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