+5,491.2%
SNPS vs HST
+2,816.0%
+2,675.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.7% | +0.8% | -3.6% |
| 7D | -10.2% | -4.2% | -6.0% | -9.3% |
| 30D | -12.8% | +9.6% | -22.4% | -14.7% |
| 3M | +9.9% | -1.1% | +11.0% | +10.0% |
| 6M | -12.4% | +21.1% | -33.5% | -16.4% |
| YTD | -6.3% | +47.1% | -53.4% | -14.7% |
| 1Y | +7.6% | +64.0% | -56.4% | -4.7% |
| 3Y | -9.8% | +77.1% | -86.9% | -21.8% |
| 5Y | +29.2% | +71.8% | -42.5% | +11.6% |
| 10Y | +663.8% | +146.3% | +517.5% | +474.3% |
| All | +5,491.2% | +2,816.0% | +2,675.2% | +1,784.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling