+244.6%
HUT vs SSNC
+67.1%
+177.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +34.9% | +1.4% | +33.5% | +33.4% |
| 30D | -25.9% | -2.6% | -23.2% | -24.7% |
| 3M | -31.7% | -0.6% | -31.1% | -32.6% |
| 6M | -42.2% | +19.9% | -62.1% | -53.6% |
| YTD | +34.9% | -8.2% | +43.1% | +34.7% |
| 1Y | +48.5% | -5.5% | +54.1% | +44.9% |
| 3Y | +471.2% | +56.8% | +414.4% | +258.7% |
| 5Y | -18.9% | +7.8% | -26.7% | -27.4% |
| All | +244.6% | +67.1% | +177.5% | +135.7% |
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