-92.8%
SNAP vs HST
+74.0%
-166.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.7% |
| 3M | -9.9% | -6.4% | -3.5% | -5.9% |
| 6M | +1.9% | +15.0% | -13.1% | -10.5% |
| YTD | -32.2% | +30.5% | -62.7% | -46.6% |
| 1Y | -22.8% | +35.7% | -58.5% | -41.4% |
| 3Y | -47.6% | +68.4% | -116.0% | -67.3% |
| All | -92.8% | +74.0% | -166.8% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling