+1,203.8%
HUBB vs SSNC
+1,037.0%
+166.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.4% |
| 7D | +4.8% | -1.8% | +6.6% | +5.5% |
| 30D | -9.3% | +1.9% | -11.2% | -10.1% |
| 3M | -3.9% | +18.4% | -22.3% | -11.1% |
| 6M | -0.8% | +7.0% | -7.8% | -4.9% |
| YTD | +5.6% | -6.9% | +12.5% | +6.5% |
| 1Y | +7.7% | -8.2% | +15.9% | +9.2% |
| 3Y | +47.5% | +50.5% | -3.1% | +21.1% |
| 5Y | +153.7% | +17.4% | +136.3% | +127.4% |
| 10Y | +433.0% | +164.9% | +268.1% | +235.5% |
| All | +1,203.8% | +1,037.0% | +166.8% | +309.9% |
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