+572.1%
SNPS vs HBM
+622.7%
-50.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +2.3% |
| 7D | -4.6% | -3.7% | -0.9% | -4.1% |
| 30D | -3.3% | -3.7% | +0.3% | -2.9% |
| 3M | -13.8% | +8.0% | -21.8% | -15.5% |
| 6M | -8.2% | +15.8% | -24.0% | -11.9% |
| YTD | -15.4% | +34.4% | -49.8% | -21.5% |
| 1Y | +2.4% | +98.2% | -95.7% | -11.4% |
| 3Y | -13.5% | +476.6% | -490.1% | -39.5% |
| 5Y | +19.5% | +331.1% | -311.6% | -15.7% |
| All | +572.1% | +622.7% | -50.5% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling