+11.2%
SNPS vs HST
+76.4%
-65.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -3.9% | +3.3% | -7.3% | -4.4% |
| 30D | -5.2% | +16.4% | -21.6% | -7.1% |
| 3M | +14.6% | +5.5% | +9.2% | +13.6% |
| 6M | -6.9% | +31.1% | -38.1% | -11.4% |
| YTD | -1.4% | +55.9% | -57.4% | -6.3% |
| 1Y | +11.2% | +75.6% | -64.4% | +9.2% |
| All | +11.2% | +76.4% | -65.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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