-17.7%
HAL vs SNAP
-77.4%
+59.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | +15.9% | +1.9% | +14.1% | +15.5% |
| 3M | -8.7% | -3.9% | -4.8% | -8.9% |
| 6M | +9.0% | +5.2% | +3.8% | +7.0% |
| YTD | +32.0% | -32.7% | +64.7% | +35.7% |
| 1Y | +72.5% | -24.8% | +97.3% | +74.5% |
| 3Y | -4.5% | -42.2% | +37.6% | -4.8% |
| 5Y | +109.7% | -92.7% | +202.4% | +145.5% |
| All | -17.7% | -77.4% | +59.7% | -36.3% |
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