+1,388.5%
HWM vs SSNC
+169.1%
+1,219.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +3.4% | -3.3% | +6.7% | +5.4% |
| 30D | -7.5% | -1.3% | -6.3% | -7.2% |
| 3M | -28.9% | -2.3% | -26.6% | -28.2% |
| 6M | -19.6% | +12.6% | -32.2% | -26.1% |
| YTD | +0.6% | -10.1% | +10.7% | +4.0% |
| 1Y | +0.3% | -6.6% | +6.9% | +1.2% |
| 3Y | +326.1% | +54.0% | +272.2% | +210.5% |
| 5Y | +525.2% | +7.0% | +518.2% | +463.5% |
| 10Y | +1,492.9% | +176.7% | +1,316.2% | +789.8% |
| All | +1,388.5% | +169.1% | +1,219.3% | +735.3% |
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