-10.1%
SNPS vs HWM
+320.3%
-330.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.2% |
| 7D | -10.2% | -2.4% | -7.7% | -9.6% |
| 30D | -12.8% | -13.3% | +0.4% | -9.5% |
| 3M | +9.9% | -31.0% | +40.9% | +21.4% |
| 6M | -12.4% | -17.1% | +4.8% | -9.0% |
| YTD | -6.3% | -1.9% | -4.4% | -9.2% |
| 1Y | +7.6% | -2.4% | +10.0% | +4.3% |
| All | -10.1% | +320.3% | -330.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling