+18.6%
SNOW vs FHN
+200.9%
-182.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +3.7% | -0.9% | +4.5% | +3.9% |
| 30D | -16.4% | +2.0% | -18.5% | -16.7% |
| 3M | -9.9% | -6.8% | -3.0% | -8.7% |
| 6M | +98.8% | -0.8% | +99.6% | +98.7% |
| YTD | +37.3% | +0.6% | +36.7% | +36.6% |
| 1Y | +11.0% | +11.5% | -0.5% | +8.3% |
| 3Y | +87.8% | +130.0% | -42.2% | +68.2% |
| 5Y | -18.4% | +60.8% | -79.2% | -25.0% |
| All | +18.6% | +200.9% | -182.3% | +1.4% |
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