+29.8%
SNOW vs HST
+131.9%
-102.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -7.5% | +0.7% | -8.2% | -7.8% |
| 30D | -1.3% | -0.7% | -0.6% | -1.2% |
| 3M | +37.4% | -4.0% | +41.5% | +39.0% |
| 6M | +88.1% | +20.7% | +67.4% | +69.8% |
| YTD | +50.3% | +31.0% | +19.3% | +30.2% |
| 1Y | +46.0% | +36.2% | +9.8% | +23.6% |
| 3Y | +98.7% | +66.6% | +32.0% | +51.7% |
| 5Y | +3.5% | +75.8% | -72.3% | -18.1% |
| All | +29.8% | +131.9% | -102.1% | +16.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling