+243.8%
HPQ vs SSNC
+173.6%
+70.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.5% |
| 7D | +9.8% | -4.0% | +13.8% | +12.3% |
| 30D | +22.4% | +0.5% | +21.8% | +22.0% |
| 3M | +45.2% | +18.9% | +26.2% | +31.4% |
| 6M | +96.4% | +10.8% | +85.6% | +84.3% |
| YTD | +65.4% | -7.1% | +72.5% | +70.5% |
| 1Y | +31.6% | -9.6% | +41.2% | +37.5% |
| 3Y | +37.0% | +51.1% | -14.0% | +6.4% |
| 5Y | +53.0% | +19.7% | +33.3% | +33.2% |
| All | +243.8% | +173.6% | +70.3% | +108.4% |
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