+30.5%
SNOW vs THC
+834.0%
-803.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.0% |
| 7D | +8.4% | +4.1% | +4.3% | +7.5% |
| 30D | -1.0% | +3.5% | -4.5% | -1.7% |
| 3M | +38.3% | +61.7% | -23.4% | +23.2% |
| 6M | +81.3% | +11.8% | +69.5% | +75.4% |
| YTD | +51.1% | +35.4% | +15.7% | +38.3% |
| 1Y | +47.0% | +37.0% | +9.9% | +33.4% |
| 3Y | +99.7% | +260.1% | -160.3% | +32.4% |
| 5Y | +3.6% | +262.6% | -259.0% | -34.2% |
| All | +30.5% | +834.0% | -803.4% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling