+93.3%
SNOW vs HLT
+99.0%
-5.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -1.6% |
| 30D | -1.0% | -5.0% | +4.0% | +1.6% |
| 3M | +36.9% | -10.4% | +47.3% | +44.3% |
| 6M | +83.4% | +3.2% | +80.1% | +74.3% |
| YTD | +50.0% | +6.7% | +43.2% | +38.3% |
| 1Y | +46.5% | +10.3% | +36.3% | +31.0% |
| 3Y | +93.3% | +99.3% | -6.0% | -0.9% |
| All | +93.3% | +99.0% | -5.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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