+8.9%
HPQ vs SNAP
-90.7%
+99.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.5% | -10.6% | +11.1% | +1.8% |
| 30D | -5.9% | -19.7% | +13.8% | -3.4% |
| 3M | -3.7% | -6.5% | +2.8% | -3.4% |
| 6M | +28.1% | -17.8% | +45.8% | +30.0% |
| YTD | +32.5% | -38.0% | +70.5% | +38.2% |
| 1Y | +18.1% | -42.5% | +60.6% | +24.3% |
| 3Y | +16.4% | -55.8% | +72.3% | +20.9% |
| 5Y | +8.9% | -90.5% | +99.4% | +16.5% |
| All | +8.9% | -90.7% | +99.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling