+648.6%
HUBS vs SSNC
+300.0%
+348.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.6% |
| 7D | -9.0% | -4.0% | -5.0% | -5.8% |
| 30D | +7.2% | +0.5% | +6.7% | +7.3% |
| 3M | +20.9% | +18.9% | +1.9% | +5.8% |
| 6M | -13.0% | +10.8% | -23.9% | -18.7% |
| YTD | -43.8% | -7.1% | -36.7% | -39.4% |
| 1Y | -54.6% | -9.6% | -45.0% | -50.0% |
| 3Y | -58.5% | +51.1% | -109.5% | -69.8% |
| 5Y | -66.4% | +19.7% | -86.1% | -70.1% |
| 10Y | +319.2% | +172.3% | +146.9% | +109.1% |
| All | +648.6% | +300.0% | +348.6% | +240.9% |
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