+14.7%
SNOW vs HAS
+98.3%
-83.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.9% |
| 7D | +0.2% | +2.2% | -2.0% | -0.6% |
| 30D | -21.1% | +29.6% | -50.7% | -28.4% |
| 3M | -11.9% | +30.3% | -42.2% | -20.4% |
| 6M | +91.0% | +25.6% | +65.4% | +73.6% |
| YTD | +32.7% | +50.8% | -18.1% | +10.7% |
| 1Y | +10.8% | +63.0% | -52.3% | -10.8% |
| 3Y | +86.2% | +211.6% | -125.4% | +6.8% |
| 5Y | -22.7% | +50.4% | -73.1% | -35.7% |
| All | +14.7% | +98.3% | -83.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling