+128.9%
HYG vs SSNC
+1,015.4%
-886.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.7% | -6.7% | +6.0% | +0.2% |
| 30D | -0.6% | -0.8% | +0.2% | -0.5% |
| 3M | +0.4% | +16.1% | -15.6% | -1.9% |
| 6M | +1.2% | +7.9% | -6.7% | -0.2% |
| YTD | +1.5% | -8.7% | +10.2% | +2.3% |
| 1Y | +3.2% | -9.5% | +12.7% | +4.1% |
| 3Y | +25.9% | +47.7% | -21.8% | +17.4% |
| 5Y | +18.6% | +17.6% | +0.9% | +13.3% |
| 10Y | +55.8% | +167.7% | -112.0% | +30.8% |
| All | +128.9% | +1,015.4% | -886.4% | +55.6% |
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 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