+35.1%
HBAN vs SNAP
-92.9%
+128.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -1.5% | -5.0% | +3.5% | -0.9% |
| 30D | -5.5% | -0.7% | -4.8% | -5.6% |
| 3M | -0.2% | -5.0% | +4.8% | -0.3% |
| 6M | +5.2% | +3.5% | +1.6% | +3.6% |
| YTD | -2.3% | -34.2% | +31.9% | +0.9% |
| 1Y | -2.2% | -27.1% | +24.9% | -0.5% |
| 3Y | +73.8% | -43.5% | +117.3% | +75.1% |
| All | +35.1% | -92.9% | +128.1% | +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 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