+55.2%
HYG vs SSNC
+173.6%
-118.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.7% | -4.0% | +3.3% | -0.1% |
| 30D | -0.7% | +0.5% | -1.3% | -0.9% |
| 3M | -0.2% | +18.9% | -19.1% | -3.2% |
| 6M | +1.4% | +10.8% | -9.4% | -0.6% |
| YTD | +1.5% | -7.1% | +8.6% | +2.2% |
| 1Y | +2.9% | -9.6% | +12.5% | +4.1% |
| 3Y | +25.6% | +51.1% | -25.4% | +15.3% |
| 5Y | +18.6% | +19.7% | -1.1% | +12.0% |
| All | +55.2% | +173.6% | -118.4% | +28.7% |
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