+1,585.9%
SNPS vs HCA
+2,058.6%
-472.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +0.8% | +0.2% | +0.9% |
| 30D | -5.2% | +6.1% | -11.2% | -6.6% |
| 3M | +10.6% | +21.4% | -10.9% | +5.2% |
| 6M | -10.6% | +17.2% | -27.8% | -14.5% |
| YTD | -3.1% | +7.5% | -10.6% | -6.1% |
| 1Y | +15.6% | +6.2% | +9.4% | +12.1% |
| 3Y | -12.9% | +122.0% | -135.0% | -30.5% |
| 5Y | +31.2% | +112.2% | -81.0% | +4.5% |
| 10Y | +663.4% | +675.7% | -12.3% | +346.4% |
| All | +1,585.9% | +2,058.6% | -472.6% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling