+1,000.6%
HWM vs SNAP
-77.4%
+1,078.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.6% |
| 7D | -9.2% | +1.5% | -10.7% | -9.3% |
| 30D | -17.9% | +1.9% | -19.7% | -18.2% |
| 3M | -6.0% | -3.9% | -2.2% | -6.3% |
| 6M | -7.4% | +5.2% | -12.6% | -8.9% |
| YTD | +13.1% | -32.7% | +45.8% | +16.1% |
| 1Y | +29.3% | -24.8% | +54.1% | +30.7% |
| 3Y | +389.9% | -42.2% | +432.1% | +389.0% |
| 5Y | +655.5% | -92.7% | +748.2% | +764.7% |
| All | +1,000.6% | -77.4% | +1,078.0% | +853.2% |
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