-24.6%
SWK vs FHN
+57.4%
-82.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | +11.3% | -2.3% | +13.5% | +12.2% |
| 30D | +28.1% | -0.9% | +29.0% | +28.7% |
| 3M | +12.6% | -11.0% | +23.6% | +17.1% |
| 6M | +51.7% | -5.4% | +57.1% | +54.6% |
| YTD | +60.0% | -1.2% | +61.1% | +61.0% |
| 1Y | +72.7% | +10.5% | +62.2% | +67.9% |
| 3Y | +46.3% | +115.1% | -68.8% | +21.4% |
| 5Y | -24.6% | +58.1% | -82.7% | -36.2% |
| All | -24.6% | +57.4% | -82.0% | -36.2% |
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