+32.1%
SNOW vs HL
+258.5%
-226.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.9% | +7.1% | -2.2% | +3.7% |
| 30D | +1.5% | +21.4% | -19.9% | -1.9% |
| 3M | +39.5% | +37.4% | +2.1% | +31.7% |
| 6M | +85.9% | +0.4% | +85.5% | +82.6% |
| YTD | +52.9% | +6.7% | +46.3% | +47.1% |
| 1Y | +48.1% | +102.4% | -54.2% | +27.1% |
| 3Y | +102.2% | +417.4% | -315.2% | +41.9% |
| 5Y | +5.5% | +243.3% | -237.9% | -24.4% |
| All | +32.1% | +258.5% | -226.4% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling