-28.8%
HAL vs SNAP
-79.3%
+50.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -12.0% | -7.1% | -4.9% | -11.4% |
| 30D | +0.3% | -14.6% | +14.9% | +1.6% |
| 3M | -1.6% | -5.0% | +3.4% | -1.7% |
| 6M | -20.5% | -18.8% | -1.7% | -19.6% |
| YTD | +14.2% | -38.5% | +52.8% | +18.1% |
| 1Y | +18.9% | -38.1% | +56.9% | +22.6% |
| 3Y | -13.7% | -53.8% | +40.0% | -12.0% |
| 5Y | +42.2% | -90.7% | +132.9% | +61.0% |
| All | -28.8% | -79.3% | +50.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling