+3.5%
SNOW vs HL
+232.7%
-229.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.2% |
| 7D | -7.5% | -5.6% | -1.9% | -6.5% |
| 30D | -1.3% | +12.7% | -14.1% | -3.8% |
| 3M | +37.4% | +42.5% | -5.1% | +27.8% |
| 6M | +88.1% | -9.0% | +97.1% | +87.8% |
| YTD | +50.3% | +4.4% | +45.9% | +44.1% |
| 1Y | +46.0% | +82.7% | -36.7% | +24.1% |
| 3Y | +98.7% | +406.3% | -307.6% | +28.9% |
| 5Y | +3.5% | +238.2% | -234.7% | -32.7% |
| All | +3.5% | +232.7% | -229.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling