-78.2%
SNAP vs HST
+110.3%
-188.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.1% |
| 7D | -9.8% | -1.3% | -8.5% | -9.0% |
| 30D | -18.2% | +13.4% | -31.6% | -23.0% |
| 3M | -3.1% | +16.7% | -19.8% | -10.1% |
| 6M | -7.1% | +24.0% | -31.1% | -16.9% |
| YTD | -33.8% | +54.0% | -87.8% | -47.0% |
| 1Y | -39.0% | +55.0% | -94.1% | -51.4% |
| 3Y | -52.8% | +89.3% | -142.2% | -65.6% |
| 5Y | -90.0% | +85.4% | -175.4% | -92.5% |
| All | -78.2% | +110.3% | -188.5% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling