+32.1%
SNOW vs HAS
+48.1%
-16.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +4.9% | -3.1% | +8.0% | +6.1% |
| 30D | +1.5% | -2.7% | +4.2% | +2.4% |
| 3M | +39.5% | +8.9% | +30.6% | +34.0% |
| 6M | +85.9% | -2.9% | +88.8% | +84.9% |
| YTD | +52.9% | +12.6% | +40.3% | +42.4% |
| 1Y | +48.1% | +17.5% | +30.6% | +35.0% |
| 3Y | +102.2% | +46.2% | +56.0% | +62.1% |
| 5Y | +5.5% | +12.6% | -7.1% | -2.4% |
| All | +32.1% | +48.1% | -16.0% | +23.7% |
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