+420.1%
HUT vs SSNC
+76.1%
+344.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +7.1% |
| 7D | +17.8% | +0.6% | +17.1% | +17.3% |
| 30D | +0.8% | +6.0% | -5.2% | -4.4% |
| 3M | -26.8% | +21.0% | -47.8% | -40.3% |
| 6M | +72.6% | +12.1% | +60.5% | +49.0% |
| YTD | +103.6% | -3.2% | +106.9% | +97.3% |
| 1Y | +265.3% | -4.4% | +269.6% | +258.0% |
| 3Y | +689.4% | +51.6% | +637.8% | +420.5% |
| 5Y | +75.3% | +21.1% | +54.3% | +46.9% |
| All | +420.1% | +76.1% | +344.0% | +245.3% |
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