+91.3%
SNOW vs HST
+77.0%
+14.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -9.9% | -2.7% | -7.2% | -8.7% |
| 30D | -17.1% | +10.7% | -27.8% | -20.6% |
| 3M | -13.2% | +6.3% | -19.5% | -15.5% |
| 6M | +97.4% | +19.0% | +78.4% | +79.2% |
| YTD | +25.8% | +47.0% | -21.3% | +0.6% |
| 1Y | +4.2% | +53.4% | -49.2% | -18.9% |
| 3Y | +91.3% | +78.0% | +13.3% | +36.0% |
| All | +91.3% | +77.0% | +14.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling