-22.7%
SNOW vs HUT
-30.5%
+7.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +3.9% |
| 7D | +0.2% | +3.7% | -3.5% | -1.6% |
| 30D | -21.1% | -32.3% | +11.3% | -15.8% |
| 3M | -11.9% | -35.6% | +23.7% | -6.4% |
| 6M | +91.0% | -42.1% | +133.1% | +102.2% |
| YTD | +32.7% | +24.1% | +8.6% | +14.3% |
| 1Y | +10.8% | +27.9% | -17.1% | -7.5% |
| 3Y | +86.2% | +409.1% | -322.9% | -12.3% |
| 5Y | -22.7% | -25.9% | +3.2% | -45.3% |
| All | -22.7% | -30.5% | +7.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 5y: compounded portfolio wealth divided by compounded HUT 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…
5y analysis · Full analysis span regression · 6 months rolling