+165.0%
HL vs SNAP
-78.1%
+243.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | -11.1% | +6.0% | -17.2% | -11.8% |
| 30D | -12.1% | -13.8% | +1.7% | -10.4% |
| 3M | -26.1% | -0.8% | -25.3% | -26.2% |
| 6M | -37.7% | -6.2% | -31.5% | -37.6% |
| YTD | -31.7% | -34.8% | +3.1% | -28.8% |
| 1Y | -11.6% | -38.7% | +27.1% | -7.3% |
| 3Y | +249.6% | -53.5% | +303.1% | +263.5% |
| 5Y | +108.5% | -90.2% | +198.7% | +137.7% |
| All | +165.0% | -78.1% | +243.0% | +156.5% |
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 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