+118.1%
HPQ vs SSNC
+1,021.3%
-903.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.6% |
| 7D | +2.2% | -3.9% | +6.1% | +4.1% |
| 30D | +9.7% | -0.2% | +9.9% | +9.8% |
| 3M | +32.7% | +15.9% | +16.8% | +23.6% |
| 6M | +77.7% | +7.5% | +70.3% | +71.0% |
| YTD | +51.0% | -8.2% | +59.2% | +55.6% |
| 1Y | +18.4% | -9.3% | +27.7% | +22.6% |
| 3Y | +25.6% | +48.5% | -22.9% | +3.3% |
| 5Y | +38.6% | +16.0% | +22.6% | +26.2% |
| 10Y | +226.1% | +169.2% | +57.0% | +110.1% |
| All | +118.1% | +1,021.3% | -903.2% | -17.0% |
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