+29.8%
SNOW vs HYG
+28.5%
+1.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +1.1% |
| 7D | -7.5% | -0.7% | -6.8% | -5.1% |
| 30D | -1.3% | -0.6% | -0.7% | +0.8% |
| 3M | +37.4% | +0.4% | +37.0% | +35.6% |
| 6M | +88.1% | +1.2% | +86.8% | +80.3% |
| YTD | +50.3% | +1.5% | +48.8% | +43.1% |
| 1Y | +46.0% | +3.2% | +42.8% | +31.3% |
| 3Y | +98.7% | +25.9% | +72.8% | -8.6% |
| 5Y | +3.5% | +18.6% | -15.1% | -26.2% |
| All | +29.8% | +28.5% | +1.3% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling