+9.5%
SNOW vs PH
+20.3%
-10.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -2.1% |
| 7D | -14.5% | -0.2% | -14.3% | -14.4% |
| 30D | -14.3% | -6.7% | -7.6% | -15.5% |
| 3M | -8.3% | -8.1% | -0.1% | -10.1% |
| 6M | +101.5% | +5.3% | +96.2% | +108.8% |
| YTD | +32.5% | +4.2% | +28.3% | +36.0% |
| 1Y | +9.5% | +19.3% | -9.9% | +11.3% |
| All | +9.5% | +20.3% | -10.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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