+153.0%
HYG vs SNPS
+1,385.5%
-1,232.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.2% | -5.5% | +5.3% | +0.6% |
| 30D | -0.1% | -4.5% | +4.4% | +0.3% |
| 3M | +0.7% | -15.5% | +16.2% | +2.7% |
| 6M | +1.5% | -10.1% | +11.6% | +2.3% |
| YTD | +1.9% | -16.3% | +18.2% | +3.4% |
| 1Y | +3.7% | -34.9% | +38.7% | +7.2% |
| 3Y | +26.5% | -14.4% | +40.8% | +21.4% |
| 5Y | +19.0% | +17.9% | +1.1% | +5.1% |
| 10Y | +56.5% | +574.2% | -517.7% | -6.7% |
| All | +153.0% | +1,385.5% | -1,232.6% | +14.7% |
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