+32.8%
SNOW vs HD
+30.4%
+2.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.9% |
| 7D | +2.8% | -2.1% | +4.9% | +4.0% |
| 30D | +6.4% | -8.4% | +14.8% | +11.6% |
| 3M | +38.1% | +4.3% | +33.7% | +33.5% |
| 6M | +100.4% | -11.1% | +111.5% | +111.4% |
| YTD | +53.7% | -4.7% | +58.4% | +54.0% |
| 1Y | +52.0% | -19.8% | +71.8% | +69.7% |
| 3Y | +114.7% | +4.1% | +110.6% | +93.4% |
| 5Y | +8.8% | +10.3% | -1.6% | -5.3% |
| All | +32.8% | +30.4% | +2.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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