+8.5%
HD vs SNAP
-90.0%
+98.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -0.5% |
| 7D | -1.2% | -9.8% | +8.6% | -0.4% |
| 30D | +20.9% | -18.2% | +39.1% | +22.7% |
| 3M | -0.2% | -3.1% | +2.9% | -0.2% |
| 6M | +14.5% | -7.1% | +21.6% | +14.4% |
| YTD | +4.3% | -33.8% | +38.1% | +6.4% |
| 1Y | -3.5% | -39.0% | +35.6% | -0.9% |
| 3Y | +30.1% | -52.8% | +83.0% | +31.3% |
| 5Y | +8.5% | -90.0% | +98.5% | +13.1% |
| All | +8.5% | -90.0% | +98.5% | +13.1% |
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