+318.3%
HL vs SNAP
-77.2%
+395.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.0% |
| 7D | +1.5% | +0.7% | +0.7% | +1.4% |
| 30D | +25.1% | +2.6% | +22.4% | +24.5% |
| 3M | +22.9% | -9.9% | +32.8% | +24.1% |
| 6M | -4.9% | +1.9% | -6.8% | -5.9% |
| YTD | +7.8% | -32.2% | +40.0% | +12.1% |
| 1Y | +133.9% | -22.8% | +156.7% | +139.1% |
| 3Y | +380.9% | -47.6% | +428.5% | +392.8% |
| 5Y | +230.2% | -92.7% | +322.9% | +287.5% |
| All | +318.3% | -77.2% | +395.5% | +303.6% |
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 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