-25.3%
SWK vs FHN
+56.9%
-82.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +11.0% | -1.0% | +12.0% | +11.5% |
| 30D | +30.1% | +0.2% | +29.8% | +30.1% |
| 3M | +14.7% | -9.0% | +23.6% | +18.4% |
| 6M | +44.5% | -6.8% | +51.3% | +48.0% |
| YTD | +59.4% | -1.5% | +60.9% | +60.6% |
| 1Y | +77.5% | +10.9% | +66.6% | +72.5% |
| 3Y | +49.5% | +119.4% | -69.9% | +23.6% |
| All | -25.3% | +56.9% | -82.2% | -36.7% |
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