-78.7%
SNAP vs HIG
+237.4%
-316.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -19.6% | +4.4% | -23.9% | -20.7% |
| 3M | +0.4% | 0.0% | +0.3% | +0.3% |
| 6M | -5.9% | +3.8% | -9.7% | -7.5% |
| YTD | -35.3% | +0.7% | -36.0% | -35.9% |
| 1Y | -42.6% | +5.0% | -47.6% | -44.1% |
| 3Y | -53.9% | +95.3% | -149.2% | -64.7% |
| 5Y | -90.3% | +110.8% | -201.1% | -92.8% |
| All | -78.7% | +237.4% | -316.1% | -87.4% |
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