+32.8%
SNOW vs THC
+820.0%
-787.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +6.4% | +1.3% | +5.2% | +6.1% |
| 3M | +38.1% | +64.2% | -26.2% | +22.6% |
| 6M | +100.4% | +8.3% | +92.1% | +95.3% |
| YTD | +53.7% | +33.4% | +20.3% | +41.2% |
| 1Y | +52.0% | +37.7% | +14.3% | +37.6% |
| 3Y | +114.7% | +236.8% | -122.1% | +44.9% |
| 5Y | +8.8% | +249.3% | -240.5% | -30.7% |
| All | +32.8% | +820.0% | -787.2% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling