+3.6%
SNOW vs HAL
+112.2%
-108.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +8.4% | -1.3% | +9.7% | +8.6% |
| 30D | -1.0% | +10.9% | -11.8% | -2.5% |
| 3M | +38.3% | -5.8% | +44.2% | +39.3% |
| 6M | +81.3% | +8.1% | +73.2% | +77.7% |
| YTD | +51.1% | +33.2% | +17.9% | +42.2% |
| 1Y | +47.0% | +74.2% | -27.2% | +30.8% |
| 3Y | +99.7% | -3.7% | +103.4% | +90.7% |
| 5Y | +3.6% | +111.9% | -108.3% | -14.5% |
| All | +3.6% | +112.2% | -108.6% | -14.5% |
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