-79.2%
SNAP vs HST
+100.9%
-180.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.7% | -8.4% | -11.1% |
| 7D | -10.4% | -4.2% | -6.2% | -8.0% |
| 30D | -11.9% | +9.6% | -21.5% | -15.6% |
| 3M | -4.5% | -1.1% | -3.4% | -3.7% |
| 6M | -16.7% | +21.1% | -37.8% | -24.5% |
| YTD | -36.9% | +47.1% | -84.0% | -48.2% |
| 1Y | -30.3% | +64.0% | -94.3% | -45.9% |
| 3Y | -52.5% | +77.1% | -129.6% | -64.2% |
| 5Y | -90.4% | +71.8% | -162.2% | -92.6% |
| All | -79.2% | +100.9% | -180.1% | -85.6% |
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