+4.4%
HWM vs SSNC
-3.9%
+8.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.2% |
| 7D | +9.4% | -1.1% | +10.6% | +9.5% |
| 30D | -7.0% | +0.6% | -7.6% | -6.9% |
| 3M | -25.9% | -1.5% | -24.4% | -25.6% |
| 6M | -10.8% | +15.8% | -26.6% | -10.3% |
| YTD | +4.3% | -8.0% | +12.3% | +3.9% |
| 1Y | +4.4% | -5.8% | +10.2% | +2.8% |
| All | +4.4% | -3.9% | +8.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling