-22.7%
SNOW vs HWM
+565.4%
-588.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.5% | +3.1% |
| 7D | +0.2% | +1.6% | -1.4% | -0.6% |
| 30D | -21.1% | -3.9% | -17.1% | -20.0% |
| 3M | -11.9% | -23.2% | +11.3% | -1.0% |
| 6M | +91.0% | -20.0% | +111.0% | +107.7% |
| YTD | +32.7% | +5.7% | +27.0% | +20.3% |
| 1Y | +10.8% | +4.9% | +5.9% | +0.7% |
| 3Y | +86.2% | +347.0% | -260.8% | -39.7% |
| 5Y | -22.7% | +563.0% | -585.7% | -83.0% |
| All | -22.7% | +565.4% | -588.1% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling