+52.0%
SNOW vs HST
+38.1%
+13.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +2.8% | -1.0% | +3.8% | +2.8% |
| 30D | +6.4% | -12.3% | +18.7% | +6.6% |
| 3M | +38.1% | -6.4% | +44.4% | +37.8% |
| 6M | +100.4% | +15.0% | +85.4% | +91.6% |
| YTD | +53.7% | +30.5% | +23.2% | +45.5% |
| 1Y | +52.0% | +35.7% | +16.3% | +40.7% |
| All | +52.0% | +38.1% | +13.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling