-78.7%
SNAP vs HBM
+163.8%
-242.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.9% |
| 7D | +2.6% | +5.1% | -2.5% | +1.2% |
| 30D | -19.6% | -15.8% | -3.8% | -16.0% |
| 3M | +0.4% | -22.4% | +22.8% | +6.3% |
| 6M | -5.9% | -20.2% | +14.3% | -2.7% |
| YTD | -35.3% | +9.0% | -44.3% | -39.2% |
| 1Y | -42.6% | +27.4% | -69.9% | -48.3% |
| 3Y | -53.9% | +424.2% | -478.1% | -71.8% |
| 5Y | -90.3% | +196.1% | -286.4% | -93.5% |
| All | -78.7% | +163.8% | -242.5% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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