+32.1%
SNOW vs HCA
+208.4%
-176.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.9% | -2.8% | +7.7% | +5.5% |
| 30D | +1.5% | -2.7% | +4.3% | +2.1% |
| 3M | +39.5% | +11.5% | +28.0% | +36.2% |
| 6M | +85.9% | -24.3% | +110.2% | +96.5% |
| YTD | +52.9% | -13.6% | +66.5% | +56.3% |
| 1Y | +48.1% | -3.2% | +51.3% | +46.7% |
| 3Y | +102.2% | +50.4% | +51.8% | +72.6% |
| 5Y | +5.5% | +64.8% | -59.3% | -16.3% |
| All | +32.1% | +208.4% | -176.2% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling