-36.7%
SWK vs FHN
+86.2%
-122.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.8% |
| 30D | -5.7% | -4.7% | -1.0% | -4.2% |
| 3M | +24.1% | +3.5% | +20.5% | +22.6% |
| 6M | +24.7% | +7.8% | +16.9% | +21.8% |
| YTD | +33.9% | +5.9% | +28.1% | +31.6% |
| 1Y | +34.7% | +12.5% | +22.2% | +29.5% |
| 3Y | +15.3% | +117.2% | -101.9% | -5.9% |
| All | -36.7% | +86.2% | -122.9% | -49.9% |
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