-78.3%
SNAP vs HBM
+251.7%
-330.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -5.0% | +5.5% | -10.5% | -6.3% |
| 30D | -0.7% | +3.3% | -4.0% | -1.8% |
| 3M | -5.0% | +12.7% | -17.7% | -8.9% |
| 6M | +3.5% | +28.2% | -24.7% | -5.2% |
| YTD | -34.2% | +45.3% | -79.5% | -42.3% |
| 1Y | -27.1% | +121.7% | -148.8% | -43.1% |
| 3Y | -43.5% | +523.5% | -567.0% | -66.9% |
| 5Y | -92.9% | +393.9% | -486.8% | -95.7% |
| All | -78.3% | +251.7% | -330.0% | -88.7% |
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