+52.0%
SNOW vs FHN
+13.2%
+38.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +6.4% | -4.7% | +11.1% | +6.7% |
| 3M | +38.1% | +3.5% | +34.5% | +37.5% |
| 6M | +100.4% | +7.8% | +92.6% | +97.8% |
| YTD | +53.7% | +5.9% | +47.8% | +52.8% |
| 1Y | +52.0% | +12.5% | +39.5% | +49.7% |
| All | +52.0% | +13.2% | +38.8% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling