+389.9%
HWM vs SSNC
+51.8%
+338.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.8% | -6.9% | -9.4% |
| 7D | -9.2% | -1.8% | -7.4% | -8.4% |
| 30D | -17.9% | +1.9% | -19.8% | -18.3% |
| 3M | -6.0% | +18.4% | -24.4% | -11.6% |
| 6M | -7.4% | +7.0% | -14.3% | -9.3% |
| YTD | +13.1% | -6.9% | +20.0% | +17.6% |
| 1Y | +29.3% | -8.2% | +37.5% | +35.4% |
| 3Y | +389.9% | +50.5% | +339.4% | +283.0% |
| All | +389.9% | +51.8% | +338.1% | +283.0% |
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