+29.8%
SNOW vs DHI
+98.4%
-68.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | -7.5% | -6.1% | -1.4% | -5.4% |
| 30D | -1.3% | -10.1% | +8.8% | +2.5% |
| 3M | +37.4% | -7.3% | +44.8% | +40.1% |
| 6M | +88.1% | -6.1% | +94.2% | +88.9% |
| YTD | +50.3% | -5.0% | +55.3% | +48.4% |
| 1Y | +46.0% | -22.1% | +68.1% | +55.8% |
| 3Y | +98.7% | +19.2% | +79.5% | +52.9% |
| 5Y | +3.5% | +59.4% | -55.9% | -36.5% |
| All | +29.8% | +98.4% | -68.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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