+28.4%
SNPS vs THC
+278.5%
-250.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.5% |
| 7D | -10.2% | +5.9% | -16.0% | -11.4% |
| 30D | -12.8% | +10.8% | -23.7% | -14.9% |
| 3M | +9.9% | +9.4% | +0.4% | +7.2% |
| 6M | -12.4% | +53.3% | -65.6% | -21.7% |
| YTD | -6.3% | +44.2% | -50.4% | -15.9% |
| 1Y | +7.6% | +37.3% | -29.7% | -2.5% |
| 3Y | -9.8% | +421.6% | -431.4% | -45.0% |
| All | +28.4% | +278.5% | -250.1% | -15.9% |
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