-90.4%
SNAP vs HAS
+52.6%
-143.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.7% | -12.3% | -13.0% |
| 7D | -10.4% | 0.0% | -10.4% | -10.2% |
| 30D | -11.9% | +31.3% | -43.3% | -25.5% |
| 3M | -4.5% | +32.1% | -36.6% | -19.3% |
| 6M | -16.7% | +28.1% | -44.8% | -29.2% |
| YTD | -36.9% | +49.1% | -86.0% | -52.1% |
| 1Y | -30.3% | +60.5% | -90.8% | -49.8% |
| 3Y | -52.5% | +183.9% | -236.4% | -78.4% |
| 5Y | -90.4% | +51.2% | -141.6% | -90.4% |
| All | -90.4% | +52.6% | -143.0% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling