-20.7%
SNAP vs HST
+76.4%
-97.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.1% |
| 7D | -0.7% | +3.3% | -4.0% | -2.6% |
| 30D | +5.5% | +16.4% | -10.8% | -3.7% |
| 3M | +2.2% | +5.5% | -3.2% | -1.4% |
| 6M | -4.1% | +31.1% | -35.2% | -21.0% |
| YTD | -26.6% | +55.9% | -82.6% | -46.3% |
| 1Y | -20.7% | +75.6% | -96.4% | -49.3% |
| All | -20.7% | +76.4% | -97.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling