+243.3%
HL vs SNAP
-92.9%
+336.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | +7.1% | +1.5% | +5.6% | +6.9% |
| 30D | +21.4% | +1.9% | +19.6% | +21.0% |
| 3M | +37.4% | -3.9% | +41.3% | +37.5% |
| 6M | +0.4% | +5.2% | -4.8% | -1.0% |
| YTD | +6.7% | -32.7% | +39.4% | +10.5% |
| 1Y | +102.4% | -24.8% | +127.2% | +107.1% |
| 3Y | +417.4% | -42.2% | +459.6% | +426.8% |
| 5Y | +243.3% | -92.7% | +336.0% | +261.6% |
| All | +243.3% | -92.9% | +336.2% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling