-21.3%
HUT vs SNAP
-90.3%
+69.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.4% |
| 7D | +9.3% | +6.0% | +3.3% | +6.6% |
| 30D | -23.1% | -13.8% | -9.3% | -18.8% |
| 3M | -30.6% | -0.8% | -29.8% | -31.8% |
| 6M | -46.9% | -6.2% | -40.6% | -48.2% |
| YTD | +25.3% | -34.8% | +60.1% | +42.5% |
| 1Y | +59.8% | -38.7% | +98.5% | +87.4% |
| 3Y | +467.2% | -53.5% | +520.6% | +562.1% |
| All | -21.3% | -90.3% | +69.0% | +92.8% |
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