-79.6%
SNAP vs HST
+111.5%
-191.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.3% |
| 7D | -10.6% | +0.6% | -11.1% | -10.5% |
| 30D | -19.7% | +14.5% | -34.2% | -24.8% |
| 3M | -6.5% | +15.4% | -22.0% | -12.8% |
| 6M | -17.8% | +22.0% | -39.7% | -25.7% |
| YTD | -38.0% | +54.9% | -92.9% | -50.5% |
| 1Y | -42.5% | +54.0% | -96.4% | -54.0% |
| 3Y | -55.8% | +90.4% | -146.3% | -67.9% |
| 5Y | -90.5% | +84.2% | -174.8% | -93.0% |
| All | -79.6% | +111.5% | -191.1% | -86.2% |
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