+741.5%
HWM vs SNAP
-92.8%
+834.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -11.0% | +2.6% | -13.6% | -11.4% |
| 3M | +4.0% | -9.9% | +13.9% | +4.4% |
| 6M | -0.2% | +1.9% | -2.1% | -1.5% |
| YTD | +26.7% | -32.2% | +58.9% | +29.6% |
| 1Y | +44.7% | -22.8% | +67.6% | +45.7% |
| 3Y | +426.1% | -47.6% | +473.7% | +429.6% |
| All | +741.5% | -92.8% | +834.2% | +846.8% |
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