+133.6%
HOOD vs SNAP
-93.4%
+227.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -5.1% | -10.6% | +5.5% | -1.2% |
| 30D | -25.4% | -19.7% | -5.7% | -19.3% |
| 3M | -14.0% | -6.5% | -7.4% | -12.5% |
| 6M | +5.6% | -17.8% | +23.3% | +10.7% |
| YTD | -28.1% | -38.0% | +10.0% | -17.1% |
| 1Y | -40.1% | -42.5% | +2.3% | -29.1% |
| 3Y | +888.2% | -55.8% | +944.0% | +1,045.3% |
| 5Y | +135.8% | -90.5% | +226.4% | +363.3% |
| All | +133.6% | -93.4% | +227.0% | +411.8% |
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 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