+5.5%
SNOW vs THC
+248.0%
-242.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +4.9% | -2.6% | +7.5% | +5.7% |
| 30D | +1.5% | -1.2% | +2.7% | +1.8% |
| 3M | +39.5% | +58.9% | -19.4% | +21.2% |
| 6M | +85.9% | +9.3% | +76.6% | +79.6% |
| YTD | +52.9% | +30.4% | +22.6% | +38.2% |
| 1Y | +48.1% | +34.6% | +13.5% | +31.4% |
| 3Y | +102.2% | +246.7% | -144.5% | +16.1% |
| 5Y | +5.5% | +244.5% | -239.1% | -42.8% |
| All | +5.5% | +248.0% | -242.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling