+175.5%
HD vs SNAP
-77.2%
+252.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +5.0% | +1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -8.4% | +2.6% | -11.0% | -8.7% |
| 3M | +4.3% | -9.9% | +14.2% | +4.9% |
| 6M | -11.1% | +1.9% | -13.0% | -12.0% |
| YTD | -4.7% | -32.2% | +27.5% | -2.4% |
| 1Y | -19.8% | -22.8% | +3.0% | -19.2% |
| 3Y | +4.1% | -47.6% | +51.7% | +4.6% |
| 5Y | +10.3% | -92.7% | +103.0% | +23.5% |
| All | +175.5% | -77.2% | +252.7% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling