+8,724.2%
HD vs SNPS
+6,079.8%
+2,644.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -0.5% |
| 7D | +6.4% | -10.2% | +16.5% | +8.8% |
| 30D | +22.1% | -12.8% | +34.9% | +25.4% |
| 3M | -0.2% | +9.9% | -10.0% | -3.4% |
| 6M | +12.6% | -12.4% | +25.0% | +14.0% |
| YTD | +3.9% | -6.3% | +10.2% | +2.8% |
| 1Y | -3.7% | +7.6% | -11.4% | -7.9% |
| 3Y | +27.9% | -9.8% | +37.6% | +20.1% |
| 5Y | +7.8% | +29.2% | -21.4% | -8.5% |
| 10Y | +269.4% | +663.8% | -394.4% | +109.2% |
| All | +8,724.2% | +6,079.8% | +2,644.5% | +2,871.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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