+11.2%
SNPS vs HLT
+46.7%
-35.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -3.9% | +7.7% | -11.6% | -4.3% |
| 30D | -5.2% | +19.1% | -24.3% | -6.3% |
| 3M | +14.6% | +20.7% | -6.1% | +12.7% |
| 6M | -6.9% | +21.0% | -28.0% | -8.9% |
| YTD | -1.4% | +31.3% | -32.7% | -3.9% |
| 1Y | +11.2% | +45.9% | -34.7% | +12.0% |
| All | +11.2% | +46.7% | -35.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling