-79.4%
SNAP vs THC
+1,425.1%
-1,504.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | -7.3% | +7.5% | -14.8% | -8.8% |
| 30D | -18.9% | +9.6% | -28.5% | -20.6% |
| 3M | -5.3% | +10.3% | -15.5% | -7.6% |
| 6M | -16.9% | +51.8% | -68.7% | -25.7% |
| YTD | -37.4% | +45.4% | -82.9% | -43.9% |
| 1Y | -38.5% | +40.8% | -79.3% | -44.7% |
| 3Y | -55.1% | +448.8% | -503.9% | -71.9% |
| 5Y | -90.8% | +263.4% | -354.2% | -93.8% |
| All | -79.4% | +1,425.1% | -1,504.4% | -89.0% |
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