-24.5%
SWK vs FHN
+63.2%
-87.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.1% |
| 7D | +10.7% | -0.5% | +11.1% | +10.9% |
| 30D | +33.3% | +1.9% | +31.4% | +32.6% |
| 3M | +14.7% | -6.9% | +21.6% | +17.5% |
| 6M | +48.5% | -3.1% | +51.6% | +50.1% |
| YTD | +63.9% | +0.6% | +63.3% | +63.9% |
| 1Y | +80.4% | +12.4% | +68.1% | +74.4% |
| 3Y | +58.1% | +133.7% | -75.6% | +28.8% |
| 5Y | -24.5% | +61.4% | -85.8% | -36.6% |
| All | -24.5% | +63.2% | -87.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling