-39.8%
SNAP vs HIG
+101.1%
-141.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +3.8% | -1.5% | +5.3% | +4.0% |
| 30D | +9.2% | -0.4% | +9.6% | +9.3% |
| 3M | +6.6% | +6.7% | -0.1% | +5.5% |
| 6M | +16.9% | +2.0% | +14.9% | +16.3% |
| YTD | -29.6% | +0.3% | -29.9% | -29.8% |
| 1Y | -22.1% | +4.2% | -26.3% | -22.9% |
| 3Y | -39.8% | +102.2% | -142.1% | -53.5% |
| All | -39.8% | +101.1% | -141.0% | -53.5% |
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