-26.1%
SNOW vs HAL
+58.8%
-84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.0% |
| 7D | +5.5% | +6.1% | -0.6% | +4.5% |
| 30D | -13.2% | +2.9% | -16.0% | -13.5% |
| 3M | -13.7% | +3.3% | -17.1% | -14.3% |
| 6M | +91.0% | -16.9% | +107.9% | +95.7% |
| YTD | +32.7% | +21.2% | +11.5% | +26.2% |
| 1Y | +13.3% | +27.5% | -14.3% | +6.5% |
| 3Y | +83.4% | -6.4% | +89.8% | +75.9% |
| All | -26.1% | +58.8% | -84.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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