+32.1%
SNOW vs BHP
+164.2%
-132.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.4% |
| 30D | +1.5% | +4.0% | -2.5% | 0.0% |
| 3M | +39.5% | +12.3% | +27.2% | +33.2% |
| 6M | +85.9% | +30.8% | +55.1% | +66.0% |
| YTD | +52.9% | +58.8% | -5.8% | +25.5% |
| 1Y | +48.1% | +76.8% | -28.7% | +16.0% |
| 3Y | +102.2% | +87.5% | +14.7% | +51.0% |
| 5Y | +5.5% | +123.9% | -118.4% | -26.1% |
| All | +32.1% | +164.2% | -132.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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