+557.2%
SNPS vs HST
+97.2%
+460.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -1.0% | -10.0% | -10.7% |
| 30D | -1.7% | -12.3% | +10.5% | +1.9% |
| 3M | -20.4% | -6.4% | -14.0% | -19.1% |
| 6M | -8.6% | +15.0% | -23.6% | -12.7% |
| YTD | -16.2% | +30.5% | -46.7% | -22.9% |
| 1Y | -34.6% | +35.7% | -70.2% | -40.8% |
| 3Y | -14.5% | +68.4% | -82.8% | -27.7% |
| 5Y | +17.0% | +73.1% | -56.1% | -2.2% |
| All | +557.2% | +97.2% | +460.0% | +415.2% |
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 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