+32.1%
SNOW vs USHY
+34.2%
-2.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +1.5% | 0.0% | +1.5% | +1.7% |
| 3M | +39.5% | +1.2% | +38.4% | +34.3% |
| 6M | +85.9% | +2.6% | +83.3% | +69.9% |
| YTD | +52.9% | +2.4% | +50.5% | +40.8% |
| 1Y | +48.1% | +4.2% | +43.9% | +28.5% |
| 3Y | +102.2% | +28.0% | +74.1% | -12.4% |
| 5Y | +5.5% | +21.8% | -16.3% | -31.1% |
| All | +32.1% | +34.2% | -2.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling