+16.5%
SNPS vs HBM
+369.9%
-353.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.5% |
| 7D | -5.5% | +7.4% | -12.8% | -6.8% |
| 30D | -5.8% | +5.1% | -10.8% | -6.7% |
| 3M | -17.2% | +11.1% | -28.3% | -19.5% |
| 6M | -10.4% | +30.2% | -40.6% | -16.3% |
| YTD | -16.5% | +46.2% | -62.8% | -24.6% |
| 1Y | -35.6% | +120.0% | -155.7% | -47.0% |
| 3Y | -14.6% | +527.4% | -542.0% | -45.4% |
| 5Y | +16.5% | +400.4% | -383.9% | -22.3% |
| All | +16.5% | +369.9% | -353.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling