+17.1%
SNPS vs HWM
+743.6%
-726.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | -11.0% | -2.1% | -8.9% | -10.5% |
| 30D | -1.7% | -11.0% | +9.2% | +2.5% |
| 3M | -20.4% | +4.0% | -24.4% | -22.3% |
| 6M | -8.6% | -0.2% | -8.4% | -10.0% |
| YTD | -16.2% | +26.7% | -42.8% | -26.0% |
| 1Y | -34.6% | +44.7% | -79.3% | -46.0% |
| 3Y | -14.5% | +426.1% | -440.6% | -63.5% |
| All | +17.1% | +743.6% | -726.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling