-78.2%
SNAP vs HAS
+75.4%
-153.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +5.8% |
| 7D | -9.8% | +2.0% | -11.8% | -10.6% |
| 30D | -18.2% | +30.9% | -49.1% | -29.2% |
| 3M | -3.1% | +28.8% | -31.8% | -15.2% |
| 6M | -7.1% | +32.3% | -39.5% | -20.7% |
| YTD | -33.8% | +54.7% | -88.5% | -48.7% |
| 1Y | -39.0% | +63.2% | -102.3% | -54.2% |
| 3Y | -52.8% | +220.7% | -273.5% | -76.3% |
| 5Y | -90.0% | +53.3% | -143.3% | -92.3% |
| All | -78.2% | +75.4% | -153.6% | -86.2% |
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