+549.0%
HPE vs SNOW
+37.6%
+511.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -3.8% |
| 7D | -0.6% | +2.8% | -3.4% | -1.0% |
| 30D | -2.3% | +6.4% | -8.7% | -3.2% |
| 3M | -2.9% | +38.1% | -41.0% | -6.9% |
| 6M | +143.6% | +100.4% | +43.2% | +119.9% |
| YTD | +118.5% | +53.7% | +64.8% | +103.6% |
| 1Y | +129.2% | +52.0% | +77.3% | +113.4% |
| 3Y | +212.5% | +114.7% | +97.9% | +172.5% |
| 5Y | +286.9% | +8.8% | +278.1% | +237.8% |
| All | +549.0% | +37.6% | +511.3% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling