-53.8%
SNAP vs HIG
+89.3%
-143.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -7.1% | +1.1% | -8.2% | -7.2% |
| 30D | -14.6% | +5.6% | -20.2% | -15.1% |
| 3M | -5.0% | -6.9% | +1.9% | -4.3% |
| 6M | -18.8% | +1.3% | -20.1% | -19.0% |
| YTD | -38.5% | -1.5% | -37.1% | -38.6% |
| 1Y | -38.1% | +6.6% | -44.7% | -38.9% |
| 3Y | -53.8% | +91.2% | -145.0% | -60.5% |
| All | -53.8% | +89.3% | -143.1% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling