+22.2%
SWK vs FHN
+81.8%
-59.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.4% | +2.1% | -3.5% | -2.3% |
| 30D | +25.5% | +3.8% | +21.7% | +23.6% |
| 3M | +11.8% | -8.9% | +20.7% | +16.6% |
| 6M | +48.7% | +1.8% | +46.9% | +47.5% |
| YTD | +57.2% | +0.6% | +56.6% | +57.1% |
| 1Y | +75.3% | +12.9% | +62.3% | +66.5% |
| 3Y | +51.9% | +126.4% | -74.4% | +4.9% |
| 5Y | -30.7% | +62.3% | -93.0% | -50.3% |
| All | +22.2% | +81.8% | -59.7% | -31.8% |
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 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