+46.0%
SNOW vs HBM
+103.9%
-57.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | +0.7% |
| 7D | -7.5% | -3.7% | -3.8% | -7.0% |
| 30D | -1.3% | -3.7% | +2.3% | -0.9% |
| 3M | +37.4% | +8.0% | +29.4% | +34.8% |
| 6M | +88.1% | +15.8% | +72.3% | +84.9% |
| YTD | +50.3% | +34.4% | +15.9% | +39.6% |
| 1Y | +46.0% | +98.2% | -52.2% | +17.2% |
| All | +46.0% | +103.9% | -57.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling