-78.7%
SNAP vs BHP
+327.4%
-406.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.4% |
| 7D | +2.6% | +2.5% | +0.1% | +1.4% |
| 30D | -19.6% | -5.2% | -14.3% | -17.6% |
| 3M | +0.4% | -8.7% | +9.1% | +4.2% |
| 6M | -5.9% | -6.9% | +0.9% | -3.9% |
| YTD | -35.3% | +39.0% | -74.3% | -45.1% |
| 1Y | -42.6% | +48.9% | -91.5% | -52.8% |
| 3Y | -53.9% | +55.4% | -109.3% | -63.3% |
| 5Y | -90.3% | +119.2% | -209.5% | -93.5% |
| All | -78.7% | +327.4% | -406.1% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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