+10.7%
SNOW vs THC
+44.8%
-34.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.9% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -16.5% | +7.5% | -24.0% | -16.2% |
| 3M | -10.1% | +7.5% | -17.6% | -9.8% |
| 6M | +96.5% | +46.4% | +50.1% | +103.7% |
| YTD | +36.2% | +44.4% | -8.2% | +40.2% |
| 1Y | +10.7% | +43.4% | -32.7% | +14.0% |
| All | +10.7% | +44.8% | -34.1% | +14.0% |
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