-28.7%
HAL vs SNAP
-79.0%
+50.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -7.9% | -7.3% | -0.5% | -7.3% |
| 30D | -2.1% | -18.9% | +16.9% | -0.2% |
| 3M | +0.4% | -5.3% | +5.7% | +0.4% |
| 6M | -19.2% | -16.9% | -2.3% | -18.6% |
| YTD | +14.4% | -37.4% | +51.8% | +18.0% |
| 1Y | +18.0% | -38.5% | +56.5% | +21.8% |
| 3Y | -9.7% | -55.1% | +45.4% | -7.6% |
| 5Y | +40.1% | -90.8% | +130.9% | +59.2% |
| All | -28.7% | -79.0% | +50.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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