+684.5%
SNPS vs HST
+143.2%
+541.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -9.8% | +14.5% | -24.3% | -13.3% |
| 3M | +11.7% | +15.4% | -3.7% | +7.1% |
| 6M | -10.9% | +22.0% | -32.9% | -16.3% |
| YTD | -2.1% | +54.9% | -56.9% | -14.3% |
| 1Y | +14.8% | +54.0% | -39.2% | +0.5% |
| 3Y | -11.3% | +90.4% | -101.8% | -27.6% |
| 5Y | +36.2% | +84.2% | -48.0% | +11.0% |
| 10Y | +684.5% | +144.6% | +539.9% | +513.1% |
| All | +684.5% | +143.2% | +541.2% | +513.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling