+1,661.3%
SNPS vs HDB
+4,142.9%
-2,481.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.9% |
| 7D | -3.7% | +13.3% | -17.0% | -6.5% |
| 30D | -10.4% | +13.6% | -23.9% | -13.2% |
| 3M | +11.0% | +5.8% | +5.2% | +9.1% |
| 6M | -10.7% | -1.9% | -8.8% | -11.0% |
| YTD | -4.1% | -31.2% | +27.1% | +3.5% |
| 1Y | +13.7% | -29.6% | +43.3% | +21.9% |
| 3Y | -8.1% | -10.1% | +2.0% | -8.3% |
| 5Y | +32.2% | -24.3% | +56.5% | +36.4% |
| 10Y | +681.4% | +59.3% | +622.1% | +563.7% |
| All | +1,661.3% | +4,142.9% | -2,481.6% | +699.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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