+19.7%
HPQ vs SNAP
-43.9%
+63.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +3.7% | +1.9% | +1.9% | +3.0% |
| 3M | +24.3% | -3.9% | +28.2% | +24.1% |
| 6M | +64.8% | +5.2% | +59.5% | +60.9% |
| YTD | +43.9% | -32.7% | +76.6% | +51.0% |
| 1Y | +11.7% | -24.8% | +36.4% | +14.4% |
| 3Y | +19.7% | -42.2% | +61.8% | +13.1% |
| All | +19.7% | -43.9% | +63.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling