+131.0%
HOOD vs SNAP
-90.3%
+221.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.0% |
| 7D | +3.8% | +2.6% | +1.2% | +2.8% |
| 30D | -26.4% | -19.6% | -6.8% | -20.5% |
| 3M | -14.3% | +0.4% | -14.7% | -14.9% |
| 6M | +3.9% | -5.9% | +9.9% | +4.0% |
| YTD | -28.1% | -35.3% | +7.2% | -18.5% |
| 1Y | -38.8% | -42.6% | +3.7% | -27.8% |
| 3Y | +888.5% | -53.9% | +942.3% | +1,026.2% |
| 5Y | +131.0% | -90.3% | +221.3% | +432.3% |
| All | +131.0% | -90.3% | +221.3% | +432.3% |
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 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