+30.5%
SNOW vs FHN
+212.2%
-181.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +8.4% | 0.0% | +8.3% | +8.4% |
| 30D | -1.0% | -2.6% | +1.6% | -0.5% |
| 3M | +38.3% | 0.0% | +38.3% | +38.2% |
| 6M | +81.3% | +9.2% | +72.1% | +77.8% |
| YTD | +51.1% | +4.3% | +46.8% | +49.4% |
| 1Y | +47.0% | +10.8% | +36.2% | +43.4% |
| 3Y | +99.7% | +130.7% | -31.0% | +78.1% |
| 5Y | +3.6% | +87.4% | -83.8% | -6.9% |
| All | +30.5% | +212.2% | -181.6% | +10.8% |
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