+1,474.6%
HWM vs SSNC
+184.6%
+1,290.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | +2.3% | +5.0% | +5.9% |
| 30D | +1.6% | -3.1% | +4.7% | +3.1% |
| 3M | -21.9% | -2.7% | -19.1% | -20.9% |
| 6M | -19.0% | +23.7% | -42.7% | -29.5% |
| YTD | +7.9% | -8.0% | +16.0% | +10.2% |
| 1Y | +9.9% | -4.7% | +14.6% | +9.7% |
| 3Y | +342.1% | +58.0% | +284.1% | +216.8% |
| 5Y | +600.8% | +8.0% | +592.8% | +528.5% |
| All | +1,474.6% | +184.6% | +1,290.0% | +726.1% |
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