+577.9%
HWM vs SNAP
-90.3%
+668.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +7.3% | +6.0% | +1.2% | +6.7% |
| 30D | +1.6% | -13.8% | +15.3% | +2.8% |
| 3M | -21.9% | -0.8% | -21.1% | -22.2% |
| 6M | -19.0% | -6.2% | -12.8% | -19.3% |
| YTD | +7.9% | -34.8% | +42.8% | +10.6% |
| 1Y | +9.9% | -38.7% | +48.6% | +13.2% |
| 3Y | +342.1% | -53.5% | +395.6% | +349.2% |
| All | +577.9% | -90.3% | +668.2% | +740.9% |
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