+67.1%
HBAN vs SNAP
-78.1%
+145.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.3% | +6.0% | -3.8% | +1.6% |
| 30D | +4.8% | -13.8% | +18.5% | +6.2% |
| 3M | -10.1% | -0.8% | -9.3% | -10.4% |
| 6M | +5.0% | -6.2% | +11.3% | +4.7% |
| YTD | -6.1% | -34.8% | +28.7% | -3.4% |
| 1Y | +4.6% | -38.7% | +43.3% | +8.3% |
| 3Y | +74.9% | -53.5% | +128.4% | +79.3% |
| 5Y | +21.4% | -90.2% | +111.6% | +34.2% |
| All | +67.1% | -78.1% | +145.1% | +45.8% |
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