+123.6%
HOOD vs SNOW
+7.8%
+115.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.1% |
| 7D | -3.8% | +5.5% | -9.3% | -6.2% |
| 30D | -23.0% | -13.2% | -9.8% | -17.7% |
| 3M | -21.6% | -13.7% | -7.9% | -16.0% |
| 6M | +1.4% | +91.0% | -89.5% | -27.5% |
| YTD | -31.2% | +32.7% | -63.8% | -42.3% |
| 1Y | -35.9% | +13.3% | -49.2% | -42.4% |
| 3Y | +836.9% | +83.4% | +753.6% | +522.9% |
| 5Y | +121.1% | -24.7% | +145.8% | +82.9% |
| All | +123.6% | +7.8% | +115.8% | +99.0% |
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