-77.7%
SNAP vs FHN
+66.8%
-144.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +0.7% | +1.2% | -0.4% | +0.3% |
| 30D | +2.6% | -4.7% | +7.3% | +4.3% |
| 3M | -9.9% | +3.5% | -13.4% | -11.2% |
| 6M | +1.9% | +7.8% | -6.0% | -0.9% |
| YTD | -32.2% | +5.9% | -38.1% | -33.8% |
| 1Y | -22.8% | +12.5% | -35.3% | -26.5% |
| 3Y | -47.6% | +117.2% | -164.8% | -59.7% |
| 5Y | -92.7% | +86.5% | -179.3% | -94.4% |
| All | -77.7% | +66.8% | -144.5% | -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 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