+5.5%
SNOW vs ALHC
-30.5%
+35.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | +1.5% | -6.3% | +7.8% | +2.5% |
| 3M | +39.5% | -12.3% | +51.8% | +40.1% |
| 6M | +85.9% | -27.0% | +112.9% | +90.5% |
| YTD | +52.9% | -31.8% | +84.8% | +58.5% |
| 1Y | +48.1% | -17.0% | +65.1% | +46.5% |
| 3Y | +102.2% | +159.8% | -57.7% | +28.6% |
| 5Y | +5.5% | -25.1% | +30.6% | -14.4% |
| All | +5.5% | -30.5% | +35.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling