+29.8%
SNOW vs HIG
+310.6%
-280.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -7.5% | -2.3% | -5.2% | -7.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +37.4% | +6.3% | +31.1% | +36.0% |
| 6M | +88.1% | +0.6% | +87.5% | +87.6% |
| YTD | +50.3% | +0.6% | +49.7% | +49.7% |
| 1Y | +46.0% | +6.1% | +39.9% | +43.7% |
| 3Y | +98.7% | +102.0% | -3.3% | +75.1% |
| 5Y | +3.5% | +119.2% | -115.7% | -10.5% |
| All | +29.8% | +310.6% | -280.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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