+41.1%
SNOW vs ALHC
-31.6%
+72.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +8.4% | -4.1% | +12.5% | +9.2% |
| 30D | -1.0% | -5.4% | +4.5% | -0.2% |
| 3M | +38.3% | -32.1% | +70.4% | +46.2% |
| 6M | +81.3% | -28.5% | +109.8% | +86.3% |
| YTD | +51.1% | -34.0% | +85.1% | +57.3% |
| 1Y | +47.0% | -20.9% | +67.9% | +46.8% |
| 3Y | +99.7% | +151.5% | -51.8% | +32.1% |
| 5Y | +3.6% | -28.8% | +32.4% | -14.1% |
| All | +41.1% | -31.6% | +72.7% | +18.9% |
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