+32.1%
SWKS vs FHN
+109.0%
-76.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | +23.0% | -9.0% | +32.0% | +26.9% |
| 6M | +27.6% | -6.8% | +34.4% | +30.6% |
| YTD | +32.3% | -1.5% | +33.8% | +32.5% |
| 1Y | +20.1% | +10.9% | +9.2% | +15.4% |
| 3Y | +0.6% | +119.4% | -118.7% | -23.9% |
| 5Y | -42.3% | +57.5% | -99.9% | -54.9% |
| All | +32.1% | +109.0% | -76.9% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling