-79.7%
SNAP vs FHN
+55.2%
-134.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.4% |
| 7D | -7.1% | -1.0% | -6.1% | -6.6% |
| 30D | -14.6% | +0.2% | -14.8% | -14.6% |
| 3M | -5.0% | -9.0% | +4.0% | -1.7% |
| 6M | -18.8% | -6.8% | -12.0% | -16.9% |
| YTD | -38.5% | -1.5% | -37.0% | -38.4% |
| 1Y | -38.1% | +10.9% | -49.0% | -40.5% |
| 3Y | -53.8% | +119.4% | -173.1% | -64.3% |
| 5Y | -90.7% | +57.5% | -148.2% | -92.4% |
| All | -79.7% | +55.2% | -134.9% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling