-42.6%
SNAP vs HST
+53.7%
-96.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | +2.6% | +3.6% | -1.1% | +0.1% |
| 30D | -19.6% | +9.9% | -29.5% | -23.0% |
| 3M | +0.4% | +12.9% | -12.6% | -5.2% |
| 6M | -5.9% | +22.9% | -28.8% | -16.7% |
| YTD | -35.3% | +52.4% | -87.7% | -47.0% |
| 1Y | -42.6% | +52.5% | -95.1% | -53.1% |
| All | -42.6% | +53.7% | -96.3% | -53.1% |
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