+23.9%
SNOW vs ALHC
-61.8%
+85.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | +0.2% | +3.9% | -3.7% | -0.6% |
| 30D | -21.1% | -3.6% | -17.4% | -20.8% |
| 3M | -11.9% | -49.4% | +37.5% | -2.7% |
| 6M | +91.0% | -59.5% | +150.4% | +114.5% |
| YTD | +32.7% | -63.2% | +95.9% | +50.3% |
| 1Y | +10.8% | -55.5% | +66.2% | +20.4% |
| 3Y | +86.2% | +23.0% | +63.2% | +42.0% |
| 5Y | -22.7% | -65.7% | +43.0% | -28.7% |
| All | +23.9% | -61.8% | +85.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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