+19.5%
SNPS vs HCA
+69.0%
-49.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -4.6% | +2.9% | -7.5% | -5.3% |
| 30D | -3.3% | +2.4% | -5.7% | -4.1% |
| 3M | -13.8% | +13.0% | -26.8% | -17.0% |
| 6M | -8.2% | -21.4% | +13.2% | -2.4% |
| YTD | -15.4% | -9.5% | -6.0% | -14.4% |
| 1Y | +2.4% | +7.5% | -5.1% | -2.9% |
| 3Y | -13.5% | +57.6% | -71.1% | -29.6% |
| 5Y | +19.5% | +71.1% | -51.7% | -12.6% |
| All | +19.5% | +69.0% | -49.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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