+691.2%
SNPS vs THC
+1,325.8%
-634.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | +0.2% | +7.5% | -7.3% | -0.9% |
| 30D | -8.4% | +9.6% | -18.0% | -9.7% |
| 3M | +12.3% | +10.3% | +2.0% | +10.4% |
| 6M | -9.6% | +51.8% | -61.4% | -15.6% |
| YTD | -0.6% | +45.4% | -46.0% | -7.2% |
| 1Y | +18.7% | +40.8% | -22.1% | +11.2% |
| 3Y | -7.6% | +448.8% | -456.4% | -29.6% |
| 5Y | +34.1% | +263.4% | -229.3% | +5.5% |
| 10Y | +691.2% | +1,800.1% | -1,108.9% | +402.7% |
| All | +691.2% | +1,325.8% | -634.5% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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