+5.5%
SNOW vs HDB
-37.8%
+43.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | +4.9% | -2.0% | +7.0% | +5.8% |
| 30D | +1.5% | -4.9% | +6.4% | +3.5% |
| 3M | +39.5% | -2.3% | +41.8% | +39.2% |
| 6M | +85.9% | -23.7% | +109.6% | +106.3% |
| YTD | +52.9% | -38.5% | +91.4% | +87.7% |
| 1Y | +48.1% | -36.5% | +84.6% | +77.9% |
| 3Y | +102.2% | -28.5% | +130.6% | +117.9% |
| 5Y | +5.5% | -37.4% | +42.8% | +18.2% |
| All | +5.5% | -37.8% | +43.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling