+108.1%
HST vs SSNC
+169.0%
-60.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +0.7% | -6.7% | +7.4% | +4.3% |
| 30D | -0.7% | -0.8% | +0.1% | -0.4% |
| 3M | -4.0% | +16.1% | -20.1% | -12.1% |
| 6M | +20.7% | +7.9% | +12.7% | +14.4% |
| YTD | +31.0% | -8.7% | +39.7% | +34.9% |
| 1Y | +36.2% | -9.5% | +45.7% | +40.3% |
| 3Y | +66.6% | +47.7% | +19.0% | +30.4% |
| 5Y | +75.8% | +17.6% | +58.1% | +53.3% |
| All | +108.1% | +169.0% | -60.9% | +38.3% |
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