+32.8%
SNOW vs HAL
+181.8%
-149.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +2.8% | +2.9% | -0.1% | +2.4% |
| 30D | +6.4% | +17.0% | -10.6% | +4.3% |
| 3M | +38.1% | -9.7% | +47.7% | +39.6% |
| 6M | +100.4% | +8.6% | +91.8% | +96.9% |
| YTD | +53.7% | +33.0% | +20.7% | +46.2% |
| 1Y | +52.0% | +68.3% | -16.4% | +38.9% |
| 3Y | +114.7% | +0.1% | +114.5% | +105.8% |
| 5Y | +8.8% | +102.6% | -93.9% | -3.6% |
| All | +32.8% | +181.8% | -149.1% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling