+5.5%
SNOW vs HWM
+655.8%
-650.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +4.7% |
| 7D | +4.9% | -9.2% | +14.1% | +9.7% |
| 30D | +1.5% | -17.9% | +19.4% | +10.9% |
| 3M | +39.5% | -6.0% | +45.6% | +41.1% |
| 6M | +85.9% | -7.4% | +93.2% | +86.8% |
| YTD | +52.9% | +13.1% | +39.8% | +35.7% |
| 1Y | +48.1% | +29.3% | +18.8% | +20.9% |
| 3Y | +102.2% | +389.9% | -287.7% | -33.9% |
| 5Y | +5.5% | +655.5% | -650.1% | -76.1% |
| All | +5.5% | +655.8% | -650.3% | -76.1% |
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