-79.7%
SNAP vs THC
+1,395.1%
-1,474.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -7.1% | +3.7% | -10.8% | -7.8% |
| 30D | -14.6% | +9.0% | -23.7% | -16.3% |
| 3M | -5.0% | +10.4% | -15.4% | -7.4% |
| 6M | -18.8% | +45.7% | -64.5% | -26.7% |
| YTD | -38.5% | +42.6% | -81.1% | -44.7% |
| 1Y | -38.1% | +38.8% | -76.8% | -44.1% |
| 3Y | -53.8% | +418.8% | -472.6% | -70.7% |
| 5Y | -90.7% | +275.7% | -366.3% | -93.8% |
| All | -79.7% | +1,395.1% | -1,474.9% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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