+32.8%
SNOW vs HBM
+501.9%
-469.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +2.8% | -6.4% | +9.1% | +4.5% |
| 30D | +6.4% | +5.9% | +0.5% | +4.8% |
| 3M | +38.1% | -8.9% | +47.0% | +39.4% |
| 6M | +100.4% | +10.7% | +89.7% | +90.4% |
| YTD | +53.7% | +38.3% | +15.4% | +36.2% |
| 1Y | +52.0% | +121.3% | -69.4% | +17.8% |
| 3Y | +114.7% | +450.6% | -335.9% | +24.0% |
| 5Y | +8.8% | +338.0% | -329.2% | -35.6% |
| All | +32.8% | +501.9% | -469.1% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling