+201.2%
HD vs SNAP
-79.2%
+280.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +5.2% | -10.6% | +15.8% | +6.2% |
| 30D | +20.7% | -19.7% | +40.5% | +22.9% |
| 3M | +0.8% | -6.5% | +7.3% | +1.1% |
| 6M | +12.2% | -17.8% | +30.0% | +13.4% |
| YTD | +4.2% | -38.0% | +42.3% | +7.3% |
| 1Y | -2.6% | -42.5% | +39.9% | +0.9% |
| 3Y | +30.0% | -55.8% | +85.8% | +32.6% |
| 5Y | +8.1% | -90.5% | +98.6% | +18.3% |
| All | +201.2% | -79.2% | +280.3% | +161.7% |
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