-92.7%
SNAP vs HUBB
+154.5%
-247.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | +1.5% | +4.8% | -3.3% | -1.4% |
| 30D | +1.9% | -9.3% | +11.2% | +8.0% |
| 3M | -3.9% | -3.9% | 0.0% | -3.3% |
| 6M | +5.2% | -0.8% | +6.1% | +2.5% |
| YTD | -32.7% | +5.6% | -38.3% | -37.9% |
| 1Y | -24.8% | +7.7% | -32.5% | -32.3% |
| 3Y | -42.2% | +47.5% | -89.6% | -61.3% |
| 5Y | -92.7% | +153.7% | -246.4% | -97.4% |
| All | -92.7% | +154.5% | -247.2% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling