+30.5%
SNOW vs HDB
-4.4%
+35.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +8.4% | -4.9% | +13.3% | +10.4% |
| 30D | -1.0% | -5.8% | +4.9% | +1.1% |
| 3M | +38.3% | -5.2% | +43.5% | +39.7% |
| 6M | +81.3% | -25.7% | +107.0% | +101.0% |
| YTD | +51.1% | -39.6% | +90.7% | +82.4% |
| 1Y | +47.0% | -36.9% | +83.9% | +73.3% |
| 3Y | +99.7% | -29.7% | +129.5% | +116.1% |
| 5Y | +3.6% | -37.8% | +41.4% | +11.3% |
| All | +30.5% | -4.4% | +35.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling