-39.0%
SNAP vs HST
+54.6%
-93.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.2% |
| 7D | -9.8% | -1.3% | -8.5% | -8.8% |
| 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% | -18.3% |
| YTD | -33.8% | +54.0% | -87.8% | -46.3% |
| 1Y | -39.0% | +55.0% | -94.1% | -50.8% |
| All | -39.0% | +54.6% | -93.6% | -50.8% |
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