+33.3%
SNPS vs THC
+258.8%
-225.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | -6.4% | +7.5% | -13.9% | -8.1% |
| 3M | +12.2% | +7.5% | +4.7% | +9.9% |
| 6M | -9.8% | +46.4% | -56.3% | -18.5% |
| YTD | -1.5% | +44.4% | -45.9% | -11.7% |
| 1Y | +16.0% | +43.4% | -27.4% | +3.9% |
| 3Y | -10.8% | +433.3% | -444.1% | -46.0% |
| 5Y | +33.3% | +262.5% | -229.2% | -10.7% |
| All | +33.3% | +258.8% | -225.4% | -10.7% |
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 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