-47.7%
SNAP vs HST
+68.9%
-116.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.3% |
| 7D | +0.7% | -1.0% | +1.8% | +1.6% |
| 30D | +2.6% | -12.3% | +14.9% | +13.8% |
| 3M | -9.9% | -6.4% | -3.5% | -5.9% |
| 6M | +1.9% | +15.0% | -13.1% | -11.2% |
| YTD | -32.2% | +30.5% | -62.7% | -47.3% |
| 1Y | -22.8% | +35.7% | -58.5% | -42.4% |
| All | -47.7% | +68.9% | -116.6% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling