+16.5%
SNOW vs THC
+907.5%
-891.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | +0.2% | +8.8% | -8.6% | -1.7% |
| 30D | -19.8% | +10.0% | -29.9% | -21.6% |
| 3M | -11.6% | +11.7% | -23.3% | -13.9% |
| 6M | +94.0% | +52.5% | +41.5% | +74.3% |
| YTD | +34.8% | +46.1% | -11.2% | +21.2% |
| 1Y | +10.1% | +49.1% | -39.0% | -1.7% |
| 3Y | +84.4% | +439.6% | -355.2% | +9.4% |
| 5Y | -18.1% | +263.2% | -281.2% | -48.8% |
| All | +16.5% | +907.5% | -891.1% | -24.8% |
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