+122.4%
HST vs SSNC
+184.6%
-62.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +3.6% | +2.3% | +1.3% | +2.4% |
| 30D | +11.2% | -3.1% | +14.3% | +12.8% |
| 3M | +13.1% | -2.7% | +15.8% | +14.2% |
| 6M | +23.9% | +23.7% | +0.2% | +9.1% |
| YTD | +52.3% | -8.0% | +60.3% | +55.7% |
| 1Y | +56.7% | -4.7% | +61.4% | +56.9% |
| 3Y | +87.5% | +58.0% | +29.5% | +40.5% |
| 5Y | +82.8% | +8.0% | +74.8% | +66.2% |
| All | +122.4% | +184.6% | -62.2% | +48.0% |
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 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