+32.4%
SWKS vs FHN
+106.3%
-73.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -2.7% | -0.5% | -2.3% | -2.6% |
| 30D | +8.5% | +1.9% | +6.5% | +7.7% |
| 3M | +17.3% | -6.9% | +24.2% | +20.2% |
| 6M | +25.1% | -3.1% | +28.2% | +26.3% |
| YTD | +33.3% | +0.6% | +32.8% | +32.5% |
| 1Y | +22.9% | +12.4% | +10.5% | +17.5% |
| 3Y | +5.5% | +133.7% | -128.2% | -22.0% |
| 5Y | -41.9% | +61.4% | -103.3% | -55.0% |
| 10Y | +32.4% | +97.9% | -65.4% | -1.9% |
| All | +32.4% | +106.3% | -73.8% | -1.9% |
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