+16.5%
SNOW vs HWM
+1,126.1%
-1,109.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +0.2% | -1.8% | +2.0% | +1.0% |
| 30D | -19.8% | -2.7% | -17.1% | -19.3% |
| 3M | -11.6% | -22.7% | +11.1% | -3.3% |
| 6M | +94.0% | -18.9% | +112.9% | +106.6% |
| YTD | +34.8% | +7.1% | +27.8% | +25.3% |
| 1Y | +10.1% | +4.7% | +5.5% | +3.3% |
| 3Y | +84.4% | +345.6% | -261.2% | -11.1% |
| 5Y | -18.1% | +588.3% | -606.4% | -67.2% |
| All | +16.5% | +1,126.1% | -1,109.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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