+30.5%
SNOW vs HUM
+4.9%
+25.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | -1.0% | +3.7% | -4.7% | -1.4% |
| 3M | +38.3% | +10.4% | +27.9% | +36.7% |
| 6M | +81.3% | +125.7% | -44.4% | +67.3% |
| YTD | +51.1% | +57.3% | -6.2% | +43.4% |
| 1Y | +47.0% | +48.6% | -1.7% | +39.8% |
| 3Y | +99.7% | -11.3% | +111.1% | +96.9% |
| 5Y | +3.6% | +0.8% | +2.8% | -1.9% |
| All | +30.5% | +4.9% | +25.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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