+32.8%
SNOW vs HIG
+315.3%
-282.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | -3.2% | +9.6% | +7.0% |
| 3M | +38.1% | +9.1% | +28.9% | +35.9% |
| 6M | +100.4% | -1.8% | +102.2% | +100.8% |
| YTD | +53.7% | +1.8% | +51.9% | +52.8% |
| 1Y | +52.0% | +4.6% | +47.4% | +50.1% |
| 3Y | +114.7% | +101.6% | +13.0% | +89.2% |
| 5Y | +8.8% | +124.5% | -115.7% | -6.0% |
| All | +32.8% | +315.3% | -282.5% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling