+11.2%
SNPS vs THC
+37.1%
-25.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.9% |
| 7D | -10.2% | +5.9% | -16.0% | -10.0% |
| 30D | -12.8% | +10.8% | -23.7% | -12.6% |
| 3M | +9.9% | +9.4% | +0.4% | +10.1% |
| 6M | -12.4% | +53.3% | -65.6% | -11.9% |
| YTD | -6.3% | +44.2% | -50.4% | -6.0% |
| All | +11.2% | +37.1% | -25.9% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling