+32.8%
SNOW vs HUBB
+253.2%
-220.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +6.4% | -10.0% | +16.4% | +11.1% |
| 3M | +38.1% | -4.8% | +42.9% | +39.0% |
| 6M | +100.4% | -5.6% | +105.9% | +99.1% |
| YTD | +53.7% | +4.7% | +49.1% | +44.6% |
| 1Y | +52.0% | +6.7% | +45.3% | +40.8% |
| 3Y | +114.7% | +45.8% | +68.9% | +64.3% |
| 5Y | +8.8% | +145.9% | -137.2% | -40.1% |
| All | +32.8% | +253.2% | -220.4% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling