+878.4%
HWM vs SNAP
-79.3%
+957.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.7% |
| 7D | +3.3% | -7.1% | +10.4% | +4.0% |
| 30D | -7.6% | -14.6% | +7.0% | -6.3% |
| 3M | -28.9% | -5.0% | -23.9% | -29.0% |
| 6M | -19.7% | -18.8% | -0.8% | -18.8% |
| YTD | +0.5% | -38.5% | +39.1% | +3.8% |
| 1Y | +0.3% | -38.1% | +38.3% | +3.3% |
| 3Y | +325.8% | -53.8% | +379.6% | +334.0% |
| 5Y | +524.7% | -90.7% | +615.4% | +598.1% |
| All | +878.4% | -79.3% | +957.7% | +752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling