+29.6%
SNOW vs DHR
+11.3%
+18.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | -3.6% | +1.2% | -0.2% |
| 30D | -1.0% | -2.7% | +1.8% | +0.6% |
| 3M | +36.9% | +10.9% | +25.9% | +26.1% |
| 6M | +83.4% | +3.0% | +80.3% | +77.2% |
| YTD | +50.0% | -12.2% | +62.2% | +60.1% |
| 1Y | +46.5% | +3.3% | +43.2% | +39.1% |
| 3Y | +93.3% | -8.2% | +101.5% | +89.9% |
| 5Y | +3.3% | -29.9% | +33.2% | +19.9% |
| All | +29.6% | +11.3% | +18.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling