+93.3%
SNOW vs DHR
-7.0%
+100.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | -3.6% | +1.2% | -0.8% |
| 30D | -1.0% | -2.7% | +1.8% | +0.2% |
| 3M | +36.9% | +10.9% | +25.9% | +29.0% |
| 6M | +83.4% | +3.0% | +80.3% | +78.5% |
| YTD | +50.0% | -12.2% | +62.2% | +56.2% |
| 1Y | +46.5% | +3.3% | +43.2% | +41.3% |
| 3Y | +93.3% | -8.2% | +101.5% | +90.6% |
| All | +93.3% | -7.0% | +100.4% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling