-78.3%
SNAP vs HIG
+236.6%
-314.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -0.7% | -2.8% | +2.1% | +0.2% |
| 3M | -5.0% | +6.3% | -11.4% | -7.2% |
| 6M | +3.5% | -0.1% | +3.6% | +3.1% |
| YTD | -34.2% | +0.4% | -34.6% | -34.8% |
| 1Y | -27.1% | +6.2% | -33.3% | -29.3% |
| 3Y | -43.5% | +101.6% | -145.1% | -57.3% |
| 5Y | -92.9% | +119.8% | -212.7% | -94.8% |
| All | -78.3% | +236.6% | -314.9% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HIG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling