+32.8%
SNOW vs HWM
+1,350.2%
-1,317.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +2.8% | -2.1% | +4.9% | +3.5% |
| 30D | +6.4% | -11.0% | +17.4% | +11.1% |
| 3M | +38.1% | +4.0% | +34.0% | +34.5% |
| 6M | +100.4% | -0.2% | +100.6% | +96.7% |
| YTD | +53.7% | +26.7% | +27.1% | +34.8% |
| 1Y | +52.0% | +44.7% | +7.2% | +25.2% |
| 3Y | +114.7% | +426.1% | -311.4% | -2.5% |
| 5Y | +8.8% | +738.5% | -729.7% | -59.0% |
| All | +32.8% | +1,350.2% | -1,317.4% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling