-92.7%
SNAP vs HIG
+122.5%
-215.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +1.9% | -4.9% | +6.8% | +3.8% |
| 3M | -3.9% | +6.8% | -10.7% | -6.6% |
| 6M | +5.2% | -1.7% | +6.9% | +5.4% |
| YTD | -32.7% | -0.2% | -32.5% | -33.2% |
| 1Y | -24.8% | +5.7% | -30.5% | -27.5% |
| 3Y | -42.2% | +100.3% | -142.5% | -62.0% |
| 5Y | -92.7% | +118.5% | -211.2% | -95.5% |
| All | -92.7% | +122.5% | -215.2% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling