-26.1%
SNOW vs DHR
-11.3%
-14.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | +5.5% | +1.2% | +4.3% | +4.7% |
| 30D | -13.2% | +3.7% | -16.9% | -14.9% |
| 3M | -13.7% | +14.5% | -28.2% | -21.0% |
| 6M | +91.0% | +40.9% | +50.1% | +50.9% |
| YTD | +32.7% | +2.4% | +30.3% | +28.4% |
| 1Y | +13.3% | +6.1% | +7.1% | +6.9% |
| 3Y | +83.4% | +21.0% | +62.4% | +45.5% |
| All | -26.1% | -11.3% | -14.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling