+72.7%
SWK vs FHN
+12.2%
+60.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -0.4% |
| 7D | +11.3% | -2.3% | +13.5% | +13.5% |
| 30D | +28.1% | -0.9% | +29.0% | +29.4% |
| 3M | +12.6% | -11.0% | +23.6% | +23.6% |
| 6M | +51.7% | -5.4% | +57.1% | +57.6% |
| YTD | +60.0% | -1.2% | +61.1% | +58.2% |
| 1Y | +72.7% | +10.5% | +62.2% | +54.4% |
| All | +72.7% | +12.2% | +60.5% | +54.4% |
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