-78.2%
SNAP vs HDB
+57.0%
-135.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -9.8% | +6.9% | -16.7% | -12.8% |
| 30D | -18.2% | +15.2% | -33.5% | -23.8% |
| 3M | -3.1% | +11.7% | -14.8% | -8.3% |
| 6M | -7.1% | +7.5% | -14.7% | -11.5% |
| YTD | -33.8% | -28.8% | -5.0% | -23.5% |
| 1Y | -39.0% | -29.1% | -9.9% | -29.5% |
| 3Y | -52.8% | -7.0% | -45.8% | -53.7% |
| 5Y | -90.0% | -22.1% | -67.9% | -89.3% |
| All | -78.2% | +57.0% | -135.2% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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