+32.8%
SNOW vs PHM
+189.4%
-156.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -3.2% | +6.0% | +4.1% |
| 30D | +6.4% | -6.4% | +12.9% | +9.0% |
| 3M | +38.1% | +5.5% | +32.6% | +33.9% |
| 6M | +100.4% | -5.4% | +105.8% | +101.4% |
| YTD | +53.7% | +6.6% | +47.1% | +44.9% |
| 1Y | +52.0% | -8.8% | +60.8% | +52.9% |
| 3Y | +114.7% | +54.1% | +60.5% | +50.5% |
| 5Y | +8.8% | +144.5% | -135.7% | -46.2% |
| All | +32.8% | +189.4% | -156.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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