+83.4%
SNOW vs ALHC
+22.7%
+60.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.5% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | -13.2% | -10.6% | -2.6% | -12.9% |
| 3M | -13.7% | -45.3% | +31.6% | -12.5% |
| 6M | +91.0% | -59.7% | +150.7% | +96.2% |
| YTD | +32.7% | -62.7% | +95.4% | +36.5% |
| 1Y | +13.3% | -56.1% | +69.4% | +15.8% |
| 3Y | +83.4% | +21.3% | +62.1% | +77.5% |
| All | +83.4% | +22.7% | +60.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling