+965.6%
HWM vs SNAP
-77.7%
+1,043.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.6% |
| 7D | +5.0% | -9.8% | +14.8% | +6.0% |
| 30D | +1.5% | -18.2% | +19.7% | +3.4% |
| 3M | -20.3% | -3.1% | -17.2% | -20.5% |
| 6M | -18.0% | -7.1% | -10.9% | -18.3% |
| YTD | +9.5% | -33.8% | +43.3% | +12.2% |
| 1Y | +7.5% | -39.0% | +46.5% | +11.0% |
| 3Y | +355.7% | -52.8% | +408.5% | +363.5% |
| 5Y | +610.2% | -90.0% | +700.2% | +688.1% |
| All | +965.6% | -77.7% | +1,043.3% | +821.4% |
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