-79.7%
SNAP vs HBM
+155.2%
-234.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.0% |
| 7D | -7.1% | -3.6% | -3.5% | -6.0% |
| 30D | -14.6% | -19.2% | +4.5% | -9.8% |
| 3M | -5.0% | -20.5% | +15.5% | +0.1% |
| 6M | -18.8% | -12.8% | -6.0% | -18.0% |
| YTD | -38.5% | +5.4% | -44.0% | -41.7% |
| 1Y | -38.1% | +33.0% | -71.0% | -44.8% |
| 3Y | -53.8% | +357.3% | -411.1% | -70.8% |
| 5Y | -90.7% | +210.4% | -301.1% | -93.8% |
| All | -79.7% | +155.2% | -234.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling