+52.0%
SNOW vs HYG
+4.1%
+47.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.2% |
| 7D | +2.8% | -0.2% | +3.0% | +3.4% |
| 30D | +6.4% | +0.1% | +6.3% | +6.2% |
| 3M | +38.1% | +0.7% | +37.4% | +35.9% |
| 6M | +100.4% | +1.5% | +98.9% | +95.4% |
| YTD | +53.7% | +2.2% | +51.5% | +46.3% |
| 1Y | +52.0% | +3.9% | +48.1% | +36.5% |
| All | +52.0% | +4.1% | +47.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling