+231.1%
HOOD vs SNOW
+22.8%
+208.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | +7.7% | +8.4% | -0.6% | +4.0% |
| 30D | +22.0% | -1.0% | +22.9% | +22.8% |
| 3M | +37.6% | +38.3% | -0.7% | +18.0% |
| 6M | +45.3% | +81.3% | -36.0% | +5.4% |
| YTD | +1.9% | +51.1% | -49.2% | -19.5% |
| 1Y | -2.7% | +47.0% | -49.7% | -22.4% |
| 3Y | +973.4% | +99.7% | +873.6% | +584.2% |
| 5Y | +179.3% | +3.6% | +175.7% | +120.6% |
| All | +231.1% | +22.8% | +208.3% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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