+199.2%
HD vs SNAP
-78.1%
+277.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +1.5% | +6.0% | -4.5% | +1.0% |
| 30D | +18.0% | -13.8% | +31.8% | +19.4% |
| 3M | +2.8% | -0.8% | +3.6% | +2.5% |
| 6M | +17.0% | -6.2% | +23.2% | +16.8% |
| YTD | +3.5% | -34.8% | +38.4% | +6.1% |
| 1Y | -2.6% | -38.7% | +36.1% | +0.3% |
| 3Y | +30.7% | -53.5% | +84.2% | +32.6% |
| 5Y | +6.2% | -90.2% | +96.4% | +15.9% |
| All | +199.2% | -78.1% | +277.3% | +158.8% |
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