+22.4%
SWK vs FHN
+94.7%
-72.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +11.3% | +0.9% | +10.4% | +11.0% |
| 30D | +31.5% | +2.1% | +29.4% | +30.4% |
| 3M | +14.4% | -6.0% | +20.4% | +17.6% |
| 6M | +46.4% | -2.9% | +49.4% | +48.4% |
| YTD | +61.6% | +0.7% | +60.9% | +61.4% |
| 1Y | +78.7% | +11.0% | +67.7% | +71.1% |
| 3Y | +54.4% | +130.3% | -75.9% | +5.8% |
| 5Y | -25.3% | +61.3% | -86.6% | -46.2% |
| 10Y | +22.4% | +89.6% | -67.2% | -31.5% |
| All | +22.4% | +94.7% | -72.3% | -31.5% |
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