+85.2%
SWK vs FHN
+14.6%
+70.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.7% | +11.4% | +11.7% |
| 7D | +17.9% | +2.3% | +15.6% | +15.9% |
| 30D | +31.9% | +1.6% | +30.3% | +30.4% |
| 3M | +16.6% | -8.4% | +24.9% | +24.9% |
| 6M | +61.1% | -2.3% | +63.4% | +62.9% |
| YTD | +64.2% | +1.5% | +62.7% | +58.7% |
| 1Y | +85.2% | +15.0% | +70.2% | +58.8% |
| All | +85.2% | +14.6% | +70.6% | +58.8% |
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