+621.7%
HPE vs SNPS
+714.6%
-92.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -2.4% |
| 7D | -0.6% | -11.0% | +10.4% | +4.0% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | -2.9% | -20.4% | +17.5% | +5.5% |
| 6M | +143.6% | -8.6% | +152.2% | +149.9% |
| YTD | +118.5% | -16.2% | +134.7% | +130.1% |
| 1Y | +129.2% | -34.6% | +163.8% | +151.5% |
| 3Y | +212.5% | -14.5% | +227.0% | +193.8% |
| 5Y | +286.9% | +17.0% | +269.9% | +204.0% |
| 10Y | +432.3% | +560.0% | -127.7% | +30.5% |
| All | +621.7% | +714.6% | -92.8% | +29.9% |
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