+127.0%
HOOD vs SNOW
-21.5%
+148.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.6% | +0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.5% |
| 30D | -23.6% | -21.1% | -2.5% | -14.3% |
| 3M | -10.7% | -11.9% | +1.2% | -5.1% |
| 6M | +8.2% | +91.0% | -82.8% | -23.5% |
| YTD | -26.3% | +32.7% | -59.1% | -38.6% |
| 1Y | -36.1% | +10.8% | -46.8% | -42.0% |
| 3Y | +950.7% | +86.2% | +864.5% | +582.8% |
| 5Y | +127.0% | -22.7% | +149.7% | +95.5% |
| All | +127.0% | -21.5% | +148.6% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling