+691.2%
SNPS vs HWM
+1,636.6%
-945.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | -8.4% | -3.9% | -4.5% | -7.6% |
| 3M | +12.3% | -23.2% | +35.5% | +19.7% |
| 6M | -9.6% | -20.0% | +10.4% | -5.0% |
| YTD | -0.6% | +5.7% | -6.3% | -3.9% |
| 1Y | +18.7% | +4.9% | +13.8% | +14.8% |
| 3Y | -7.6% | +347.0% | -354.6% | -40.5% |
| 5Y | +34.1% | +563.0% | -528.9% | -22.0% |
| 10Y | +691.2% | +1,579.2% | -888.0% | +271.3% |
| All | +691.2% | +1,636.6% | -945.4% | +271.3% |
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