+14.6%
SNOW vs HRB
+319.7%
-305.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | +5.5% | -5.1% | +10.6% | +6.7% |
| 30D | -13.2% | +8.7% | -21.8% | -15.3% |
| 3M | -13.7% | -5.4% | -8.4% | -13.2% |
| 6M | +91.0% | +41.6% | +49.4% | +72.0% |
| YTD | +32.7% | +18.7% | +14.0% | +22.2% |
| 1Y | +13.3% | +16.4% | -3.2% | +4.6% |
| 3Y | +83.4% | +22.0% | +61.4% | +64.3% |
| 5Y | -24.7% | +141.2% | -165.9% | -36.5% |
| All | +14.6% | +319.7% | -305.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling