+30.5%
SNOW vs HST
+130.9%
-100.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +8.4% | -0.3% | +8.7% | +8.5% |
| 30D | -1.0% | -2.8% | +1.8% | +0.1% |
| 3M | +38.3% | -6.5% | +44.8% | +41.5% |
| 6M | +81.3% | +20.7% | +60.6% | +63.6% |
| YTD | +51.1% | +30.5% | +20.7% | +31.2% |
| 1Y | +47.0% | +36.8% | +10.2% | +24.2% |
| 3Y | +99.7% | +65.9% | +33.9% | +52.8% |
| 5Y | +3.6% | +73.9% | -70.3% | -17.9% |
| All | +30.5% | +130.9% | -100.3% | +17.0% |
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