+4.7%
HWM vs SNAP
-39.9%
+44.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -1.8% | -10.6% | +8.8% | -1.3% |
| 30D | -2.7% | -19.7% | +17.1% | -2.2% |
| 3M | -22.7% | -6.5% | -16.2% | -22.6% |
| 6M | -18.9% | -17.8% | -1.2% | -18.3% |
| YTD | +7.1% | -38.0% | +45.1% | +3.8% |
| 1Y | +4.7% | -42.5% | +47.1% | +2.3% |
| All | +4.7% | -39.9% | +44.6% | +2.3% |
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