-79.2%
SNAP vs HAS
+69.1%
-148.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.7% | -12.3% | -13.1% |
| 7D | -10.4% | 0.0% | -10.4% | -10.2% |
| 30D | -11.9% | +31.3% | -43.3% | -23.9% |
| 3M | -4.5% | +32.1% | -36.6% | -17.6% |
| 6M | -16.7% | +28.1% | -44.8% | -27.7% |
| YTD | -36.9% | +49.1% | -86.0% | -50.2% |
| 1Y | -30.3% | +60.5% | -90.8% | -47.2% |
| 3Y | -52.5% | +183.9% | -236.4% | -74.6% |
| 5Y | -90.4% | +51.2% | -141.6% | -92.6% |
| All | -79.2% | +69.1% | -148.3% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling