+94.8%
SNOW vs HL
+418.2%
-323.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +8.4% | +0.4% | +8.0% | +8.4% |
| 30D | -1.0% | +18.8% | -19.8% | -3.7% |
| 3M | +38.3% | +43.7% | -5.4% | +30.3% |
| 6M | +81.3% | -1.0% | +82.3% | +78.8% |
| YTD | +51.1% | +8.7% | +42.4% | +45.3% |
| 1Y | +47.0% | +105.0% | -58.0% | +27.5% |
| All | +94.8% | +418.2% | -323.4% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling