+325.4%
HWM vs SSNC
+53.7%
+271.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | +3.4% | -3.3% | +6.7% | +4.5% |
| 30D | -7.5% | -1.3% | -6.3% | -7.4% |
| 3M | -28.9% | -2.3% | -26.6% | -28.4% |
| 6M | -19.6% | +12.6% | -32.2% | -23.0% |
| YTD | +0.6% | -10.1% | +10.7% | +5.5% |
| 1Y | +0.3% | -6.6% | +6.9% | +3.0% |
| All | +325.4% | +53.7% | +271.7% | +257.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling