+3.5%
SNOW vs USHY
+20.9%
-17.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +1.2% |
| 7D | -7.5% | -0.7% | -6.8% | -5.1% |
| 30D | -1.3% | -0.5% | -0.8% | +0.6% |
| 3M | +37.4% | +0.5% | +36.9% | +35.2% |
| 6M | +88.1% | +1.5% | +86.6% | +78.7% |
| YTD | +50.3% | +1.7% | +48.6% | +41.8% |
| 1Y | +46.0% | +3.5% | +42.4% | +29.8% |
| 3Y | +98.7% | +27.2% | +71.5% | -11.0% |
| All | +3.5% | +20.9% | -17.4% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling