-17.1%
HAL vs SNAP
-77.2%
+60.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +17.0% | +2.6% | +14.4% | +16.5% |
| 3M | -9.7% | -9.9% | +0.2% | -9.2% |
| 6M | +8.6% | +1.9% | +6.8% | +7.0% |
| YTD | +33.0% | -32.2% | +65.2% | +36.6% |
| 1Y | +68.3% | -22.8% | +91.2% | +69.8% |
| 3Y | +0.1% | -47.6% | +47.7% | +0.9% |
| 5Y | +102.6% | -92.7% | +195.3% | +137.5% |
| All | -17.1% | -77.2% | +60.1% | -35.9% |
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