+189.0%
HL vs SNAP
-79.2%
+268.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.1% |
| 7D | +8.2% | -10.6% | +18.7% | +9.8% |
| 30D | -16.3% | -19.7% | +3.5% | -13.9% |
| 3M | -18.6% | -6.5% | -12.0% | -18.0% |
| 6M | -23.2% | -17.8% | -5.4% | -21.7% |
| YTD | -25.5% | -38.0% | +12.6% | -21.8% |
| 1Y | -4.8% | -42.5% | +37.7% | +0.8% |
| 3Y | +281.4% | -55.8% | +337.2% | +299.5% |
| 5Y | +137.8% | -90.5% | +228.4% | +172.5% |
| All | +189.0% | -79.2% | +268.2% | +181.8% |
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 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