-14.6%
SNPS vs HRB
+28.7%
-43.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.5% |
| 7D | -5.5% | -9.1% | +3.6% | -4.1% |
| 30D | -5.8% | +0.3% | -6.0% | -6.0% |
| 3M | -17.2% | +23.4% | -40.6% | -20.5% |
| 6M | -10.4% | +45.1% | -55.5% | -16.9% |
| YTD | -16.5% | +8.9% | -25.4% | -17.9% |
| 1Y | -35.6% | -7.9% | -27.7% | -33.9% |
| 3Y | -14.6% | +27.9% | -42.5% | -22.6% |
| All | -14.6% | +28.7% | -43.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling