+41.1%
HPQ vs SSNC
+14.9%
+26.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.4% |
| 7D | +3.5% | -6.7% | +10.2% | +7.8% |
| 30D | +13.7% | -0.8% | +14.5% | +14.2% |
| 3M | +33.9% | +16.1% | +17.8% | +22.1% |
| 6M | +80.9% | +7.9% | +73.0% | +71.8% |
| YTD | +52.6% | -8.7% | +61.3% | +59.7% |
| 1Y | +21.2% | -9.5% | +30.7% | +27.4% |
| 3Y | +26.9% | +47.7% | -20.8% | -3.4% |
| 5Y | +41.1% | +17.6% | +23.5% | +19.0% |
| All | +41.1% | +14.9% | +26.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling