+34.1%
SNPS vs HBM
+217.3%
-183.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +1.9% |
| 7D | +0.2% | +5.0% | -4.8% | -0.8% |
| 30D | -8.4% | -12.7% | +4.3% | -6.0% |
| 3M | +12.3% | -17.4% | +29.7% | +16.1% |
| 6M | -9.6% | -8.9% | -0.7% | -9.3% |
| YTD | -0.6% | +14.9% | -15.5% | -6.3% |
| 1Y | +18.7% | +41.4% | -22.7% | +6.9% |
| 3Y | -7.6% | +462.1% | -469.7% | -40.2% |
| 5Y | +34.1% | +224.0% | -189.9% | -3.0% |
| All | +34.1% | +217.3% | -183.2% | -3.0% |
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