+0.6%
SWKS vs FHN
+114.0%
-113.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -6.2% | -1.0% | -5.2% | -5.8% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | +23.0% | -9.0% | +32.0% | +28.2% |
| 6M | +27.6% | -6.8% | +34.4% | +31.4% |
| YTD | +32.3% | -1.5% | +33.8% | +32.2% |
| 1Y | +20.1% | +10.9% | +9.2% | +13.4% |
| 3Y | +0.6% | +119.4% | -118.7% | -30.5% |
| All | +0.6% | +114.0% | -113.4% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling