+32.8%
SNOW vs HRB
+311.7%
-278.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.4% |
| 7D | +2.8% | -5.7% | +8.5% | +4.4% |
| 30D | +6.4% | +7.9% | -1.5% | +3.9% |
| 3M | +38.1% | +32.1% | +6.0% | +27.4% |
| 6M | +100.4% | +62.2% | +38.1% | +74.9% |
| YTD | +53.7% | +16.4% | +37.3% | +43.2% |
| 1Y | +52.0% | -0.3% | +52.2% | +45.4% |
| 3Y | +114.7% | +36.0% | +78.6% | +89.3% |
| 5Y | +8.8% | +125.2% | -116.4% | -7.6% |
| All | +32.8% | +311.7% | -278.9% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling