+447.4%
HLT vs SNAP
-76.3%
+523.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | -1.6% | +3.8% | -5.4% | -2.0% |
| 30D | -5.0% | +9.2% | -14.3% | -6.1% |
| 3M | -10.4% | +6.6% | -17.0% | -11.6% |
| 6M | +3.2% | +16.9% | -13.6% | +0.2% |
| YTD | +6.7% | -29.6% | +36.4% | +9.3% |
| 1Y | +10.3% | -22.1% | +32.4% | +11.2% |
| 3Y | +99.3% | -39.8% | +139.2% | +97.8% |
| 5Y | +143.7% | -92.4% | +236.1% | +180.0% |
| All | +447.4% | -76.3% | +523.7% | +367.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling