+46.0%
SNOW vs FHN
+11.4%
+34.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -7.5% | -0.8% | -6.7% | -7.4% |
| 30D | -1.3% | -2.6% | +1.3% | -1.1% |
| 3M | +37.4% | +0.8% | +36.6% | +37.2% |
| 6M | +88.1% | +9.2% | +78.8% | +84.7% |
| YTD | +50.3% | +5.1% | +45.2% | +49.3% |
| 1Y | +46.0% | +12.2% | +33.8% | +42.1% |
| All | +46.0% | +11.4% | +34.6% | +42.1% |
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