+28.4%
SNPS vs HST
+71.6%
-43.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.7% | +0.8% | -2.4% |
| 7D | -10.2% | -4.2% | -6.0% | -8.5% |
| 30D | -12.8% | +9.6% | -22.4% | -16.2% |
| 3M | +9.9% | -1.1% | +11.0% | +10.1% |
| 6M | -12.4% | +21.1% | -33.5% | -20.0% |
| YTD | -6.3% | +47.1% | -53.4% | -21.9% |
| 1Y | +7.6% | +64.0% | -56.4% | -15.1% |
| 3Y | -9.8% | +77.1% | -86.9% | -32.9% |
| All | +28.4% | +71.6% | -43.2% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling