+250.7%
HOOD vs SNAP
-92.8%
+343.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.7% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | +31.6% | +2.6% | +29.0% | +30.1% |
| 3M | +38.2% | -9.9% | +48.1% | +41.6% |
| 6M | +48.5% | +1.9% | +46.7% | +44.3% |
| YTD | +8.0% | -32.2% | +40.2% | +21.1% |
| 1Y | +18.7% | -22.8% | +41.5% | +26.2% |
| 3Y | +999.1% | -47.6% | +1,046.7% | +1,096.8% |
| 5Y | +181.7% | -92.7% | +274.4% | +498.6% |
| All | +250.7% | -92.8% | +343.5% | +647.5% |
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