-19.9%
SNOW vs HDB
-22.3%
+2.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +0.2% | +12.7% | -12.5% | -4.3% |
| 30D | -19.8% | +16.6% | -36.4% | -24.8% |
| 3M | -11.6% | +10.8% | -22.4% | -15.6% |
| 6M | +94.0% | +3.8% | +90.2% | +88.4% |
| YTD | +34.8% | -28.9% | +63.7% | +55.5% |
| 1Y | +10.1% | -28.0% | +38.1% | +25.9% |
| 3Y | +84.4% | -7.2% | +91.5% | +70.3% |
| All | -19.9% | -22.3% | +2.4% | -16.6% |
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