+16.5%
SNOW vs HST
+174.1%
-157.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.3% | +1.9% | +4.8% |
| 7D | +0.2% | +0.6% | -0.3% | +0.1% |
| 30D | -19.8% | +14.5% | -34.3% | -24.4% |
| 3M | -11.6% | +15.4% | -27.0% | -17.1% |
| 6M | +94.0% | +22.0% | +72.0% | +75.9% |
| YTD | +34.8% | +54.9% | -20.0% | +8.6% |
| 1Y | +10.1% | +54.0% | -43.8% | -11.1% |
| 3Y | +84.4% | +90.4% | -6.1% | +33.0% |
| 5Y | -18.1% | +84.2% | -102.3% | -39.8% |
| All | +16.5% | +174.1% | -157.6% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling