+203.4%
HST vs SSNC
+998.3%
-794.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | -2.7% | -3.3% | +0.6% | -1.1% |
| 30D | +10.7% | -1.3% | +12.0% | +11.1% |
| 3M | +6.3% | -2.3% | +8.6% | +7.0% |
| 6M | +19.0% | +12.6% | +6.3% | +10.8% |
| YTD | +47.0% | -10.1% | +57.1% | +51.6% |
| 1Y | +53.4% | -6.6% | +60.0% | +55.1% |
| 3Y | +78.0% | +54.0% | +24.0% | +39.4% |
| 5Y | +71.7% | +7.0% | +64.7% | +59.1% |
| 10Y | +146.2% | +176.7% | -30.5% | +43.4% |
| All | +203.4% | +998.3% | -794.8% | -14.2% |
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