+30.5%
SNOW vs HWM
+1,201.1%
-1,170.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +8.4% | -8.0% | +16.4% | +11.8% |
| 30D | -1.0% | -18.0% | +17.0% | +6.5% |
| 3M | +38.3% | -9.5% | +47.8% | +42.0% |
| 6M | +81.3% | -8.4% | +89.7% | +83.4% |
| YTD | +51.1% | +13.6% | +37.5% | +37.9% |
| 1Y | +47.0% | +30.2% | +16.7% | +25.8% |
| 3Y | +99.7% | +392.2% | -292.5% | -7.3% |
| 5Y | +3.6% | +645.2% | -641.6% | -59.3% |
| All | +30.5% | +1,201.1% | -1,170.6% | -44.9% |
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