+244.5%
THC vs SSNC
+18.8%
+225.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | +0.5% |
| 7D | -2.6% | -1.8% | -0.8% | -1.3% |
| 30D | -1.2% | +1.9% | -3.1% | -2.7% |
| 3M | +58.9% | +18.4% | +40.5% | +40.4% |
| 6M | +9.3% | +7.0% | +2.4% | +3.3% |
| YTD | +30.4% | -6.9% | +37.3% | +35.2% |
| 1Y | +34.6% | -8.2% | +42.8% | +40.8% |
| 3Y | +246.7% | +50.5% | +196.1% | +129.6% |
| 5Y | +244.5% | +17.4% | +227.1% | +183.9% |
| All | +244.5% | +18.8% | +225.8% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling