+572.4%
SNPS vs HWM
+1,323.5%
-751.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +2.4% |
| 7D | -5.5% | -9.2% | +3.7% | -3.3% |
| 30D | -5.8% | -17.9% | +12.1% | -1.1% |
| 3M | -17.2% | -6.0% | -11.2% | -16.4% |
| 6M | -10.4% | -7.4% | -3.0% | -9.6% |
| YTD | -16.5% | +13.1% | -29.6% | -20.6% |
| 1Y | -35.6% | +29.3% | -64.9% | -41.3% |
| 3Y | -14.6% | +389.9% | -404.5% | -46.2% |
| 5Y | +16.5% | +655.5% | -639.1% | -34.2% |
| All | +572.4% | +1,323.5% | -751.1% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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