+1,543.5%
SWK vs FHN
+1,744.5%
-201.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.7% | +11.4% | +12.5% |
| 7D | +17.9% | +2.3% | +15.6% | +17.1% |
| 30D | +31.9% | +1.6% | +30.3% | +31.3% |
| 3M | +16.6% | -8.4% | +24.9% | +20.2% |
| 6M | +61.1% | -2.3% | +63.4% | +62.5% |
| YTD | +64.2% | +1.5% | +62.7% | +63.7% |
| 1Y | +85.2% | +15.0% | +70.2% | +76.9% |
| 3Y | +50.2% | +120.9% | -70.7% | +13.5% |
| 5Y | -22.8% | +64.0% | -86.8% | -39.8% |
| 10Y | +35.8% | +120.6% | -84.9% | -9.6% |
| All | +1,543.5% | +1,744.5% | -201.0% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling