+189.7%
SW vs FHN
+115.4%
+74.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | +12.1% | +2.3% | +9.8% | +11.7% |
| 30D | +6.6% | +1.6% | +4.9% | +6.3% |
| 3M | -6.0% | -8.4% | +2.4% | -4.9% |
| 6M | +21.5% | -2.3% | +23.8% | +21.9% |
| YTD | +20.3% | +1.5% | +18.8% | +20.1% |
| 1Y | +28.1% | +15.0% | +13.1% | +25.9% |
| 3Y | +51.6% | +120.9% | -69.3% | +41.0% |
| 5Y | -0.1% | +64.0% | -64.2% | -6.5% |
| All | +189.7% | +115.4% | +74.4% | +173.1% |
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 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