+17.1%
SNPS vs HAS
+13.4%
+3.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | -11.0% | -1.8% | -9.2% | -10.5% |
| 30D | -1.7% | +2.3% | -4.0% | -2.5% |
| 3M | -20.4% | +10.4% | -30.7% | -23.1% |
| 6M | -8.6% | -3.2% | -5.4% | -8.6% |
| YTD | -16.2% | +15.4% | -31.6% | -21.2% |
| 1Y | -34.6% | +18.8% | -53.4% | -39.0% |
| 3Y | -14.5% | +43.9% | -58.4% | -25.6% |
| All | +17.1% | +13.4% | +3.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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