+14.6%
SNOW vs HIG
+312.6%
-298.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +5.5% | +2.6% | +2.9% | +5.1% |
| 30D | -13.2% | +4.2% | -17.3% | -13.8% |
| 3M | -13.7% | +0.2% | -13.9% | -13.9% |
| 6M | +91.0% | +4.6% | +86.4% | +88.9% |
| YTD | +32.7% | +1.1% | +31.5% | +31.9% |
| 1Y | +13.3% | +4.7% | +8.6% | +11.8% |
| 3Y | +83.4% | +95.5% | -12.1% | +62.2% |
| 5Y | -24.7% | +111.7% | -136.4% | -35.5% |
| All | +14.6% | +312.6% | -298.0% | +10.7% |
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