+36.8%
HST vs SSNC
-9.3%
+46.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | -0.3% | -3.9% | +3.6% | +0.1% |
| 30D | -2.8% | -0.2% | -2.6% | -2.8% |
| 3M | -6.5% | +15.9% | -22.4% | -8.3% |
| 6M | +20.7% | +7.5% | +13.3% | +18.9% |
| YTD | +30.5% | -8.2% | +38.7% | +28.3% |
| 1Y | +36.8% | -9.3% | +46.1% | +33.3% |
| All | +36.8% | -9.3% | +46.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling