-78.5%
SNAP vs HAS
+70.5%
-149.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.2% |
| 7D | +6.0% | +1.4% | +4.7% | +5.3% |
| 30D | -13.8% | +26.3% | -40.1% | -23.9% |
| 3M | -0.8% | +25.6% | -26.4% | -12.1% |
| 6M | -6.2% | +30.3% | -36.5% | -19.3% |
| YTD | -34.8% | +50.4% | -85.2% | -48.7% |
| 1Y | -38.7% | +57.7% | -96.4% | -53.1% |
| 3Y | -53.5% | +213.4% | -266.8% | -76.3% |
| 5Y | -90.2% | +49.1% | -139.3% | -92.3% |
| All | -78.5% | +70.5% | -149.0% | -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