+43.5%
SNOW vs ALHC
-28.9%
+72.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +6.4% | -1.0% | +7.4% | +6.4% |
| 3M | +38.1% | -10.2% | +48.2% | +38.0% |
| 6M | +100.4% | -28.3% | +128.7% | +106.0% |
| YTD | +53.7% | -31.4% | +85.2% | +59.0% |
| 1Y | +52.0% | -16.9% | +68.9% | +50.4% |
| 3Y | +114.7% | +135.5% | -20.8% | +45.6% |
| 5Y | +8.8% | -33.6% | +42.4% | -9.3% |
| All | +43.5% | -28.9% | +72.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling