+132.2%
HPQ vs SNAP
-78.3%
+210.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.2% |
| 30D | -5.7% | -19.6% | +13.9% | -3.3% |
| 3M | -0.4% | +0.4% | -0.8% | -1.0% |
| 6M | +40.0% | -5.9% | +46.0% | +39.8% |
| YTD | +34.6% | -35.3% | +69.9% | +39.5% |
| 1Y | +20.4% | -42.6% | +63.0% | +26.5% |
| 3Y | +18.3% | -53.9% | +72.2% | +22.2% |
| 5Y | +9.6% | -90.3% | +99.9% | +23.5% |
| All | +132.2% | -78.3% | +210.4% | +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