+29.6%
SNOW vs HL
+246.6%
-217.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.4% | -4.4% | +1.9% | -1.8% |
| 30D | -1.0% | +9.3% | -10.3% | -2.7% |
| 3M | +36.9% | +32.0% | +4.9% | +30.0% |
| 6M | +83.4% | -6.4% | +89.8% | +82.3% |
| YTD | +50.0% | +3.1% | +46.8% | +45.0% |
| 1Y | +46.5% | +77.6% | -31.0% | +28.4% |
| 3Y | +93.3% | +392.8% | -299.5% | +36.8% |
| 5Y | +3.3% | +234.1% | -230.8% | -25.7% |
| All | +29.6% | +246.6% | -217.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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