-79.4%
SNAP vs HAS
+71.0%
-150.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.9% |
| 7D | -7.3% | +2.2% | -9.5% | -8.2% |
| 30D | -18.9% | +29.6% | -48.5% | -29.5% |
| 3M | -5.3% | +30.3% | -35.5% | -17.6% |
| 6M | -16.9% | +25.6% | -42.6% | -27.1% |
| YTD | -37.4% | +50.8% | -88.2% | -50.9% |
| 1Y | -38.5% | +63.0% | -101.5% | -53.8% |
| 3Y | -55.1% | +211.6% | -266.6% | -77.1% |
| 5Y | -90.8% | +50.4% | -141.2% | -92.8% |
| All | -79.4% | +71.0% | -150.4% | -86.8% |
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