+1,358.7%
SNPS vs HCA
+1,648.5%
-289.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | -3.1% | -8.0% | -10.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -20.4% | +12.2% | -32.5% | -22.9% |
| 6M | -8.6% | -25.3% | +16.7% | -2.9% |
| YTD | -16.2% | -12.9% | -3.2% | -14.4% |
| 1Y | -34.6% | -0.9% | -33.6% | -35.2% |
| 3Y | -14.5% | +47.6% | -62.1% | -24.5% |
| 5Y | +17.0% | +67.0% | -50.0% | -1.3% |
| 10Y | +560.0% | +471.4% | +88.6% | +312.5% |
| All | +1,358.7% | +1,648.5% | -289.9% | +608.7% |
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