+32.8%
SNOW vs HST
+131.0%
-98.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.2% |
| 30D | +6.4% | -12.3% | +18.7% | +12.3% |
| 3M | +38.1% | -6.4% | +44.4% | +41.2% |
| 6M | +100.4% | +15.0% | +85.4% | +84.8% |
| YTD | +53.7% | +30.5% | +23.2% | +33.4% |
| 1Y | +52.0% | +35.7% | +16.3% | +28.9% |
| 3Y | +114.7% | +68.4% | +46.3% | +63.1% |
| 5Y | +8.8% | +73.1% | -64.4% | -13.8% |
| All | +32.8% | +131.0% | -98.2% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling