-34.9%
SNPS vs HBM
+117.5%
-152.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.5% | +5.5% | -11.0% | -6.1% |
| 30D | -4.5% | +3.3% | -7.8% | -4.8% |
| 3M | -15.5% | +12.7% | -28.1% | -17.0% |
| 6M | -10.1% | +28.2% | -38.3% | -12.7% |
| YTD | -16.3% | +45.3% | -61.6% | -19.5% |
| 1Y | -34.9% | +121.7% | -156.6% | -25.5% |
| All | -34.9% | +117.5% | -152.5% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling