+17.1%
SNPS vs THC
+250.3%
-233.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -11.0% | -0.7% | -10.4% | -10.9% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | -20.4% | +64.2% | -84.6% | -29.8% |
| 6M | -8.6% | +8.3% | -16.9% | -11.1% |
| YTD | -16.2% | +33.4% | -49.5% | -23.3% |
| 1Y | -34.6% | +37.7% | -72.2% | -40.7% |
| 3Y | -14.5% | +236.8% | -251.3% | -41.0% |
| All | +17.1% | +250.3% | -233.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling