-22.8%
SNAP vs HUBB
+8.5%
-31.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +2.6% | -10.0% | +12.6% | +4.8% |
| 3M | -9.9% | -4.8% | -5.1% | -10.1% |
| 6M | +1.9% | -5.6% | +7.4% | +0.5% |
| YTD | -32.2% | +4.7% | -36.9% | -34.4% |
| 1Y | -22.8% | +6.7% | -29.5% | -27.6% |
| All | -22.8% | +8.5% | -31.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling