-11.6%
HL vs SNAP
-41.2%
+29.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.1% |
| 7D | -11.1% | +6.0% | -17.2% | -12.9% |
| 30D | -12.1% | -13.8% | +1.7% | -8.1% |
| 3M | -26.1% | -0.8% | -25.3% | -26.6% |
| 6M | -37.7% | -6.2% | -31.5% | -37.5% |
| YTD | -31.7% | -34.8% | +3.1% | -17.9% |
| 1Y | -11.6% | -38.7% | +27.1% | +5.8% |
| All | -11.6% | -41.2% | +29.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling