-15.6%
SNPS vs HST
+68.9%
-84.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -1.0% | -10.0% | -10.6% |
| 30D | -1.7% | -12.3% | +10.5% | +3.4% |
| 3M | -20.4% | -6.4% | -14.0% | -18.7% |
| 6M | -8.6% | +15.0% | -23.6% | -15.2% |
| YTD | -16.2% | +30.5% | -46.7% | -26.5% |
| 1Y | -34.6% | +35.7% | -70.2% | -44.1% |
| All | -15.6% | +68.9% | -84.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling