+572.5%
SNPS vs HUM
+152.7%
+419.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.5% |
| 30D | -3.6% | +5.4% | -9.0% | -4.7% |
| 3M | -12.9% | +11.4% | -24.3% | -15.1% |
| 6M | -8.2% | +141.5% | -149.7% | -24.6% |
| YTD | -15.4% | +61.2% | -76.6% | -24.9% |
| 1Y | -9.3% | +49.2% | -58.4% | -18.6% |
| 3Y | -14.0% | -9.0% | -4.9% | -15.3% |
| 5Y | +19.5% | +7.2% | +12.3% | +8.1% |
| All | +572.5% | +152.7% | +419.8% | +402.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling