+3.3%
SWK vs FHN
+125.4%
-122.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -1.0% |
| 30D | -5.7% | -4.7% | -1.0% | -3.7% |
| 3M | +24.1% | +3.5% | +20.5% | +22.1% |
| 6M | +24.7% | +7.8% | +16.9% | +20.8% |
| YTD | +33.9% | +5.9% | +28.1% | +30.7% |
| 1Y | +34.7% | +12.5% | +22.2% | +27.4% |
| 3Y | +15.3% | +117.2% | -101.9% | -19.3% |
| 5Y | -39.3% | +86.5% | -125.8% | -59.5% |
| All | +3.3% | +125.4% | -122.2% | -48.3% |
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