-79.4%
SNAP vs HSY
+99.3%
-178.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | -7.3% | +1.3% | -8.6% | -7.5% |
| 30D | -18.9% | +6.6% | -25.5% | -19.5% |
| 3M | -5.3% | -4.1% | -1.1% | -5.0% |
| 6M | -16.9% | -5.2% | -11.7% | -16.6% |
| YTD | -37.4% | -2.5% | -34.9% | -37.9% |
| 1Y | -38.5% | +4.7% | -43.2% | -39.5% |
| 3Y | -55.1% | +0.6% | -55.6% | -56.1% |
| 5Y | -90.8% | +11.7% | -102.5% | -91.4% |
| All | -79.4% | +99.3% | -178.6% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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