+194.7%
HD vs SNAP
-79.3%
+274.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.7% | -1.6% |
| 7D | +4.3% | -7.1% | +11.5% | +5.0% |
| 30D | +20.2% | -14.6% | +34.8% | +21.7% |
| 3M | -1.0% | -5.0% | +4.0% | -0.9% |
| 6M | +7.9% | -18.8% | +26.7% | +9.1% |
| YTD | +2.0% | -38.5% | +40.5% | +5.1% |
| 1Y | -4.3% | -38.1% | +33.8% | -1.6% |
| 3Y | +25.9% | -53.8% | +79.7% | +27.8% |
| 5Y | +5.8% | -90.7% | +96.5% | +16.0% |
| All | +194.7% | -79.3% | +274.0% | +156.3% |
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