+27.1%
HL vs SNPS
+6,288.8%
-6,261.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -11.1% | +1.1% | -12.2% | -11.2% |
| 30D | -12.1% | -5.2% | -6.9% | -11.4% |
| 3M | -26.1% | +10.6% | -36.7% | -27.1% |
| 6M | -37.7% | -10.6% | -27.1% | -37.0% |
| YTD | -31.7% | -3.1% | -28.6% | -31.7% |
| 1Y | -11.6% | +15.6% | -27.2% | -13.5% |
| 3Y | +249.6% | -12.9% | +262.6% | +244.8% |
| 5Y | +108.5% | +31.2% | +77.3% | +94.6% |
| 10Y | +127.0% | +663.4% | -536.4% | +81.3% |
| All | +27.1% | +6,288.8% | -6,261.7% | -0.6% |
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