+160.4%
HPQ vs SNAP
-77.9%
+238.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.2% |
| 7D | +2.2% | -5.0% | +7.2% | +2.8% |
| 30D | +9.7% | -0.7% | +10.5% | +9.6% |
| 3M | +32.7% | -5.0% | +37.7% | +32.8% |
| 6M | +77.7% | +3.5% | +74.2% | +74.9% |
| YTD | +51.0% | -34.2% | +85.2% | +56.6% |
| 1Y | +18.4% | -27.1% | +45.5% | +20.9% |
| 3Y | +25.6% | -43.5% | +69.0% | +27.0% |
| 5Y | +38.6% | -92.9% | +131.5% | +61.2% |
| All | +160.4% | -77.9% | +238.3% | +122.8% |
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