-79.6%
SNAP vs HUBB
+337.4%
-416.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -10.6% | -2.6% | -8.0% | -9.1% |
| 30D | -19.7% | -7.7% | -12.1% | -16.0% |
| 3M | -6.5% | -13.0% | +6.5% | +0.8% |
| 6M | -17.8% | -10.6% | -7.2% | -14.0% |
| YTD | -38.0% | -0.6% | -37.5% | -40.0% |
| 1Y | -42.5% | -4.1% | -38.3% | -43.2% |
| 3Y | -55.8% | +57.2% | -113.0% | -68.6% |
| 5Y | -90.5% | +127.2% | -217.7% | -94.7% |
| All | -79.6% | +337.4% | -416.9% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling