-77.7%
SNAP vs HST
+78.3%
-155.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | +0.7% | -1.0% | +1.8% | +1.3% |
| 30D | +2.6% | -12.3% | +14.9% | +9.5% |
| 3M | -9.9% | -6.4% | -3.5% | -7.3% |
| 6M | +1.9% | +15.0% | -13.1% | -5.6% |
| YTD | -32.2% | +30.5% | -62.7% | -41.2% |
| 1Y | -22.8% | +35.7% | -58.5% | -34.4% |
| 3Y | -47.6% | +68.4% | -116.0% | -59.5% |
| 5Y | -92.7% | +73.1% | -165.8% | -94.3% |
| All | -77.7% | +78.3% | -155.9% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling