-18.1%
SNOW vs FHN
+60.9%
-79.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | -19.8% | +2.1% | -21.9% | -20.1% |
| 3M | -11.6% | -6.0% | -5.7% | -10.6% |
| 6M | +94.0% | -2.9% | +96.9% | +94.7% |
| YTD | +34.8% | +0.7% | +34.1% | +34.0% |
| 1Y | +10.1% | +11.0% | -0.9% | +7.2% |
| 3Y | +84.4% | +130.3% | -45.9% | +65.0% |
| 5Y | -18.1% | +61.3% | -79.4% | -24.4% |
| All | -18.1% | +60.9% | -79.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling