+93.8%
SNOW vs USHY
+27.0%
+66.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +1.1% |
| 7D | -7.5% | -0.7% | -6.8% | -5.2% |
| 30D | -1.3% | -0.5% | -0.8% | +0.6% |
| 3M | +37.4% | +0.5% | +36.9% | +35.4% |
| 6M | +88.1% | +1.5% | +86.6% | +79.3% |
| YTD | +50.3% | +1.7% | +48.6% | +42.3% |
| 1Y | +46.0% | +3.5% | +42.4% | +30.4% |
| All | +93.8% | +27.0% | +66.8% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling