-25.6%
SNOW vs THC
+274.4%
-300.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.7% |
| 7D | -9.9% | +3.7% | -13.6% | -10.9% |
| 30D | -17.1% | +9.0% | -26.2% | -19.2% |
| 3M | -13.2% | +10.4% | -23.6% | -15.8% |
| 6M | +97.4% | +45.7% | +51.8% | +74.5% |
| YTD | +25.8% | +42.6% | -16.8% | +10.3% |
| 1Y | +4.2% | +38.8% | -34.5% | -8.0% |
| 3Y | +91.3% | +418.8% | -327.5% | -8.4% |
| All | -25.6% | +274.4% | -300.0% | -61.2% |
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 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