+3.5%
SNOW vs HCA
+69.6%
-66.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -7.5% | +2.9% | -10.4% | -8.1% |
| 30D | -1.3% | +2.4% | -3.7% | -1.9% |
| 3M | +37.4% | +13.0% | +24.4% | +32.9% |
| 6M | +88.1% | -21.4% | +109.4% | +99.9% |
| YTD | +50.3% | -9.5% | +59.8% | +52.6% |
| 1Y | +46.0% | +7.5% | +38.5% | +39.8% |
| 3Y | +98.7% | +57.6% | +41.1% | +57.6% |
| All | +3.5% | +69.6% | -66.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 5y: compounded portfolio wealth divided by compounded HCA 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…
5y analysis · Full analysis span regression · 6 months rolling