+30.5%
SNOW vs HLT
+236.7%
-206.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | +8.4% | -1.5% | +9.8% | +9.5% |
| 30D | -1.0% | -1.2% | +0.3% | -0.4% |
| 3M | +38.3% | -10.3% | +48.7% | +47.3% |
| 6M | +81.3% | +1.3% | +80.0% | +75.5% |
| YTD | +51.1% | +7.0% | +44.1% | +39.8% |
| 1Y | +47.0% | +11.9% | +35.1% | +30.7% |
| 3Y | +99.7% | +100.7% | -0.9% | +15.8% |
| 5Y | +3.6% | +147.5% | -143.9% | -44.7% |
| All | +30.5% | +236.7% | -206.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling