-47.7%
SNAP vs HAS
+44.2%
-91.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +0.7% | -1.8% | +2.5% | +1.5% |
| 30D | +2.6% | +2.3% | +0.4% | +1.9% |
| 3M | -9.9% | +10.4% | -20.2% | -13.4% |
| 6M | +1.9% | -3.2% | +5.1% | +2.5% |
| YTD | -32.2% | +15.4% | -47.6% | -37.2% |
| 1Y | -22.8% | +18.8% | -41.6% | -29.6% |
| All | -47.7% | +44.2% | -91.9% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling