+200.3%
HD vs SNAP
-78.8%
+279.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | -0.3% |
| 7D | +6.4% | -10.4% | +16.8% | +7.3% |
| 30D | +22.1% | -11.9% | +34.0% | +23.2% |
| 3M | -0.2% | -4.5% | +4.3% | -0.1% |
| 6M | +12.6% | -16.7% | +29.3% | +13.6% |
| YTD | +3.9% | -36.9% | +40.8% | +6.8% |
| 1Y | -3.7% | -30.3% | +26.5% | -2.1% |
| 3Y | +27.9% | -52.5% | +80.4% | +29.5% |
| 5Y | +7.8% | -90.4% | +98.2% | +17.9% |
| All | +200.3% | -78.8% | +279.1% | +160.5% |
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