+74.9%
HBAN vs SNAP
-77.0%
+151.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.2% |
| 7D | -1.9% | -3.2% | +1.2% | -1.6% |
| 30D | -5.9% | +0.2% | -6.0% | -6.0% |
| 3M | +0.2% | +2.6% | -2.4% | -0.6% |
| 6M | +6.6% | +12.4% | -5.8% | +4.2% |
| YTD | -1.7% | -31.6% | +29.9% | +0.9% |
| 1Y | -1.7% | -21.7% | +20.0% | -0.8% |
| 3Y | +74.9% | -41.2% | +116.1% | +75.5% |
| 5Y | +36.0% | -92.6% | +128.5% | +53.7% |
| All | +74.9% | -77.0% | +151.9% | +52.3% |
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