-79.7%
SNAP vs HAS
+68.2%
-147.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -7.1% | -0.2% | -7.0% | -6.9% |
| 30D | -14.6% | +31.0% | -45.7% | -26.2% |
| 3M | -5.0% | +30.7% | -35.6% | -17.5% |
| 6M | -18.8% | +23.9% | -42.7% | -28.2% |
| YTD | -38.5% | +48.3% | -86.9% | -51.3% |
| 1Y | -38.1% | +60.2% | -98.3% | -53.1% |
| 3Y | -53.8% | +189.2% | -243.0% | -75.5% |
| 5Y | -90.7% | +50.4% | -141.1% | -92.7% |
| All | -79.7% | +68.2% | -147.9% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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