+28.7%
SWK vs FHN
+109.0%
-80.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +11.0% | -1.0% | +12.0% | +11.7% |
| 30D | +30.1% | +0.2% | +29.8% | +30.1% |
| 3M | +14.7% | -9.0% | +23.6% | +19.6% |
| 6M | +44.5% | -6.8% | +51.3% | +49.2% |
| YTD | +59.4% | -1.5% | +60.9% | +60.8% |
| 1Y | +77.5% | +10.9% | +66.6% | +70.0% |
| 3Y | +49.5% | +119.4% | -69.9% | +4.7% |
| 5Y | -24.9% | +57.5% | -82.4% | -45.3% |
| All | +28.7% | +109.0% | -80.3% | -32.3% |
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