-11.6%
SNPS vs HST
+89.2%
-100.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | -8.0% | +13.4% | -21.4% | -12.7% |
| 3M | +12.5% | +16.7% | -4.2% | +5.4% |
| 6M | -10.5% | +24.0% | -34.5% | -19.1% |
| YTD | -1.6% | +54.0% | -55.6% | -19.8% |
| 1Y | +16.8% | +55.0% | -38.2% | -5.4% |
| All | -11.6% | +89.2% | -100.8% | -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