+220.1%
HUT vs SSNC
+67.4%
+152.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +9.3% | +2.3% | +7.0% | +7.4% |
| 30D | -23.1% | -3.1% | -20.0% | -21.5% |
| 3M | -30.6% | -2.7% | -27.9% | -30.1% |
| 6M | -46.9% | +23.7% | -70.5% | -58.5% |
| YTD | +25.3% | -8.0% | +33.3% | +24.9% |
| 1Y | +59.8% | -4.7% | +64.5% | +54.4% |
| 3Y | +467.2% | +58.0% | +409.2% | +253.6% |
| 5Y | -24.6% | +8.0% | -32.6% | -32.7% |
| All | +220.1% | +67.4% | +152.7% | +118.7% |
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