-15.6%
SNPS vs HWM
+426.8%
-442.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | -2.1% | -8.9% | -10.6% |
| 30D | -1.7% | -11.0% | +9.2% | +1.5% |
| 3M | -20.4% | +4.0% | -24.4% | -21.8% |
| 6M | -8.6% | -0.2% | -8.4% | -9.6% |
| YTD | -16.2% | +26.7% | -42.8% | -24.0% |
| 1Y | -34.6% | +44.7% | -79.3% | -43.8% |
| All | -15.6% | +426.8% | -442.5% | -50.3% |
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 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