-79.6%
SNAP vs HIG
+239.6%
-319.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | -10.6% | +2.1% | -12.7% | -11.1% |
| 30D | -19.7% | +6.7% | -26.5% | -21.5% |
| 3M | -6.5% | -1.9% | -4.6% | -6.0% |
| 6M | -17.8% | +5.3% | -23.1% | -19.5% |
| YTD | -38.0% | +1.3% | -39.4% | -38.8% |
| 1Y | -42.5% | +7.2% | -49.7% | -44.3% |
| 3Y | -55.8% | +96.6% | -152.5% | -66.3% |
| 5Y | -90.5% | +110.0% | -200.5% | -93.0% |
| All | -79.6% | +239.6% | -319.2% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling