-14.0%
HL vs SNAP
-41.1%
+27.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.7% |
| 7D | -7.6% | +2.6% | -10.2% | -8.5% |
| 30D | -17.5% | -19.6% | +2.1% | -11.6% |
| 3M | -26.2% | +0.4% | -26.6% | -27.0% |
| 6M | -35.1% | -5.9% | -29.1% | -34.9% |
| YTD | -30.4% | -35.3% | +4.9% | -14.9% |
| 1Y | -14.0% | -42.6% | +28.6% | +6.8% |
| All | -14.0% | -41.1% | +27.1% | +6.8% |
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