-40.6%
SWKS vs FHN
+60.9%
-101.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | +8.3% | +2.1% | +6.3% | +7.7% |
| 3M | +20.2% | -6.0% | +26.2% | +22.3% |
| 6M | +24.9% | -2.9% | +27.9% | +25.9% |
| YTD | +33.2% | +0.7% | +32.4% | +32.5% |
| 1Y | +23.6% | +11.0% | +12.6% | +19.7% |
| 3Y | +1.3% | +130.3% | -129.0% | -16.4% |
| 5Y | -40.6% | +61.3% | -101.9% | -48.7% |
| All | -40.6% | +60.9% | -101.5% | -48.7% |
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