+29.6%
SNOW vs HUBB
+252.9%
-223.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -1.0% | -10.0% | +9.0% | +3.4% |
| 3M | +36.9% | -1.6% | +38.5% | +35.8% |
| 6M | +83.4% | -3.1% | +86.4% | +79.9% |
| YTD | +50.0% | +4.6% | +45.4% | +41.1% |
| 1Y | +46.5% | +3.3% | +43.2% | +38.0% |
| 3Y | +93.3% | +46.6% | +46.8% | +47.7% |
| 5Y | +3.3% | +158.7% | -155.4% | -43.3% |
| All | +29.6% | +252.9% | -223.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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