+214.5%
HST vs SSNC
+1,021.7%
-807.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.6% | +1.4% | +2.3% | +3.0% |
| 30D | +9.9% | -2.6% | +12.5% | +11.1% |
| 3M | +12.9% | -0.6% | +13.5% | +12.8% |
| 6M | +22.9% | +19.9% | +3.0% | +11.0% |
| YTD | +52.4% | -8.2% | +60.6% | +55.5% |
| 1Y | +52.5% | -5.5% | +58.1% | +53.4% |
| 3Y | +87.4% | +56.8% | +30.7% | +45.5% |
| 5Y | +82.9% | +7.8% | +75.1% | +68.9% |
| 10Y | +134.8% | +183.3% | -48.6% | +35.2% |
| All | +214.5% | +1,021.7% | -807.2% | -12.0% |
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