-77.8%
SNAP vs FHN
+65.0%
-142.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | +1.9% | -3.1% | +5.0% | +2.9% |
| 3M | -3.9% | +2.3% | -6.2% | -4.9% |
| 6M | +5.2% | +9.7% | -4.5% | +1.7% |
| YTD | -32.7% | +4.7% | -37.4% | -34.1% |
| 1Y | -24.8% | +13.8% | -38.5% | -28.6% |
| 3Y | -42.2% | +131.6% | -173.7% | -56.3% |
| 5Y | -92.7% | +91.1% | -183.8% | -94.4% |
| All | -77.8% | +65.0% | -142.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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