-79.4%
SNAP vs HBM
+178.1%
-257.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | -0.5% |
| 7D | -7.3% | +5.0% | -12.4% | -8.4% |
| 30D | -18.9% | -12.7% | -6.2% | -16.1% |
| 3M | -5.3% | -17.4% | +12.2% | -1.2% |
| 6M | -16.9% | -8.9% | -8.1% | -17.1% |
| YTD | -37.4% | +14.9% | -52.3% | -42.0% |
| 1Y | -38.5% | +41.4% | -79.9% | -46.1% |
| 3Y | -55.1% | +462.1% | -517.2% | -73.0% |
| 5Y | -90.8% | +224.0% | -314.8% | -93.9% |
| All | -79.4% | +178.1% | -257.5% | -88.6% |
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