+17.9%
SNPS vs HRB
+104.8%
-87.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -5.5% | -10.6% | +5.1% | -3.6% |
| 30D | -4.5% | -0.8% | -3.7% | -4.6% |
| 3M | -15.5% | +19.1% | -34.5% | -18.7% |
| 6M | -10.1% | +48.7% | -58.8% | -18.0% |
| YTD | -16.3% | +7.1% | -23.4% | -18.2% |
| 1Y | -34.9% | -8.3% | -26.6% | -34.2% |
| 3Y | -14.4% | +25.8% | -40.2% | -20.2% |
| 5Y | +17.9% | +111.1% | -93.2% | -1.1% |
| All | +17.9% | +104.8% | -87.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling