+499.9%
HSY vs SSNC
+1,082.2%
-582.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -2.8% | +6.0% | -8.9% | -3.8% |
| 3M | -4.5% | +21.0% | -25.5% | -7.7% |
| 6M | -24.2% | +12.1% | -36.3% | -25.9% |
| YTD | -2.7% | -3.2% | +0.5% | -2.7% |
| 1Y | -3.7% | -4.4% | +0.6% | -3.6% |
| 3Y | -11.5% | +51.6% | -63.1% | -18.8% |
| 5Y | +10.3% | +21.1% | -10.7% | +4.1% |
| 10Y | +122.1% | +177.7% | -55.6% | +78.5% |
| All | +499.9% | +1,082.2% | -582.3% | +310.1% |
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