+448.2%
HUT vs SSNC
+69.0%
+379.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.4% |
| 7D | +5.4% | -4.0% | +9.4% | +8.9% |
| 30D | +8.6% | +0.5% | +8.1% | +7.5% |
| 3M | -15.2% | +18.9% | -34.2% | -29.9% |
| 6M | +92.9% | +10.8% | +82.0% | +67.7% |
| YTD | +114.6% | -7.1% | +121.8% | +114.8% |
| 1Y | +208.5% | -9.6% | +218.1% | +216.8% |
| 3Y | +821.5% | +51.1% | +770.4% | +507.0% |
| 5Y | +101.8% | +19.7% | +82.2% | +71.5% |
| All | +448.2% | +69.0% | +379.2% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling