+1.7%
HUT vs SNAP
-22.3%
+24.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.9% | -29.1% | -25.0% |
| 7D | -29.5% | -0.7% | -28.9% | -29.6% |
| 30D | -45.2% | +5.5% | -50.7% | -46.0% |
| 3M | -51.6% | +2.2% | -53.9% | -52.2% |
| 6M | -37.3% | -4.1% | -33.3% | -35.4% |
| YTD | +6.5% | -26.6% | +33.2% | +22.5% |
| 1Y | +1.7% | -20.7% | +22.5% | +11.5% |
| All | +1.7% | -22.3% | +24.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling