+132.8%
HPQ vs SNAP
-77.7%
+210.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.1% |
| 7D | -3.2% | -9.8% | +6.6% | -2.2% |
| 30D | -3.0% | -18.2% | +15.2% | -0.8% |
| 3M | +0.6% | -3.1% | +3.7% | +0.4% |
| 6M | +36.6% | -7.1% | +43.7% | +36.6% |
| YTD | +35.0% | -33.8% | +68.8% | +39.5% |
| 1Y | +23.1% | -39.0% | +62.1% | +28.4% |
| 3Y | +18.6% | -52.8% | +71.5% | +22.2% |
| 5Y | +10.3% | -90.0% | +100.3% | +23.9% |
| All | +132.8% | -77.7% | +210.6% | +98.5% |
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 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