+1,106.3%
SSNC vs HRB
+378.7%
+727.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.6% | -2.1% |
| 7D | -1.8% | -9.1% | +7.3% | +0.7% |
| 30D | +1.9% | +0.3% | +1.7% | +1.4% |
| 3M | +18.4% | +23.4% | -5.0% | +11.2% |
| 6M | +7.0% | +45.1% | -38.2% | -4.7% |
| YTD | -6.9% | +8.9% | -15.8% | -10.6% |
| 1Y | -8.2% | -7.9% | -0.3% | -8.0% |
| 3Y | +50.5% | +27.9% | +22.6% | +35.1% |
| 5Y | +17.4% | +108.3% | -90.9% | -10.1% |
| 10Y | +164.9% | +208.4% | -43.5% | +66.8% |
| All | +1,106.3% | +378.7% | +727.7% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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