+18.6%
SNOW vs HAS
+103.4%
-84.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | +3.7% | +2.0% | +1.6% | +3.0% |
| 30D | -16.4% | +30.9% | -47.3% | -24.4% |
| 3M | -9.9% | +28.8% | -38.6% | -18.1% |
| 6M | +98.8% | +32.3% | +66.5% | +77.1% |
| YTD | +37.3% | +54.7% | -17.4% | +13.5% |
| 1Y | +11.0% | +63.2% | -52.2% | -10.4% |
| 3Y | +87.8% | +220.7% | -132.9% | +6.6% |
| 5Y | -18.4% | +53.3% | -71.7% | -32.7% |
| All | +18.6% | +103.4% | -84.8% | -1.4% |
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