+59.2%
HAL vs SNAP
-90.3%
+149.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +6.1% | +6.0% | 0.0% | +5.7% |
| 30D | +2.9% | -13.8% | +16.7% | +3.8% |
| 3M | +3.3% | -0.8% | +4.1% | +3.0% |
| 6M | -16.9% | -6.2% | -10.7% | -17.1% |
| YTD | +21.2% | -34.8% | +56.0% | +23.7% |
| 1Y | +27.5% | -38.7% | +66.2% | +30.8% |
| 3Y | -6.4% | -53.5% | +47.0% | -5.0% |
| All | +59.2% | -90.3% | +149.4% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling