+32.8%
SNOW vs FHN
+216.7%
-184.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +6.4% | -4.7% | +11.1% | +7.3% |
| 3M | +38.1% | +3.5% | +34.5% | +37.1% |
| 6M | +100.4% | +7.8% | +92.6% | +97.0% |
| YTD | +53.7% | +5.9% | +47.8% | +51.6% |
| 1Y | +52.0% | +12.5% | +39.5% | +47.8% |
| 3Y | +114.7% | +117.2% | -2.6% | +91.8% |
| 5Y | +8.8% | +86.5% | -77.8% | -2.3% |
| All | +32.8% | +216.7% | -184.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling