+932.9%
SNPS vs HLT
+643.8%
+289.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -5.5% | -1.5% | -4.0% | -4.9% |
| 30D | -4.5% | -1.2% | -3.2% | -4.1% |
| 3M | -15.5% | -10.3% | -5.1% | -11.7% |
| 6M | -10.1% | +1.3% | -11.3% | -11.2% |
| YTD | -16.3% | +7.0% | -23.3% | -19.6% |
| 1Y | -34.9% | +11.9% | -46.8% | -38.9% |
| 3Y | -14.4% | +100.7% | -115.0% | -37.1% |
| 5Y | +17.9% | +147.5% | -129.6% | -20.6% |
| 10Y | +574.2% | +586.5% | -12.3% | +204.9% |
| All | +932.9% | +643.8% | +289.1% | +355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling