+31.7%
SNPS vs HST
+82.3%
-50.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | +3.6% | -2.5% | -0.5% |
| 30D | -5.2% | +11.2% | -16.4% | -9.4% |
| 3M | +10.6% | +13.1% | -2.5% | +4.8% |
| 6M | -10.6% | +23.9% | -34.5% | -19.2% |
| YTD | -3.1% | +52.3% | -55.4% | -20.4% |
| 1Y | +15.6% | +56.7% | -41.1% | -6.6% |
| 3Y | -12.9% | +87.5% | -100.5% | -36.8% |
| All | +31.7% | +82.3% | -50.6% | -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