+52.0%
SNOW vs THC
+40.9%
+11.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.4% |
| 7D | +2.8% | -0.7% | +3.5% | +2.7% |
| 30D | +6.4% | +1.3% | +5.2% | +6.5% |
| 3M | +38.1% | +64.2% | -26.2% | +43.8% |
| 6M | +100.4% | +8.3% | +92.1% | +105.3% |
| YTD | +53.7% | +33.4% | +20.3% | +58.2% |
| 1Y | +52.0% | +37.7% | +14.3% | +54.6% |
| All | +52.0% | +40.9% | +11.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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