+29.6%
SNOW vs USHY
+33.3%
-3.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -0.1% |
| 30D | -1.0% | -0.7% | -0.3% | +1.5% |
| 3M | +36.9% | +0.1% | +36.8% | +36.8% |
| 6M | +83.4% | +1.8% | +81.6% | +72.5% |
| YTD | +50.0% | +1.8% | +48.2% | +41.3% |
| 1Y | +46.5% | +3.3% | +43.2% | +31.3% |
| 3Y | +93.3% | +27.0% | +66.4% | -13.8% |
| 5Y | +3.3% | +21.0% | -17.7% | -31.0% |
| All | +29.6% | +33.3% | -3.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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