-36.5%
SWKS vs FHN
+61.2%
-97.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +9.4% | +2.1% | +7.3% | +8.8% |
| 30D | +17.0% | +3.8% | +13.2% | +15.7% |
| 3M | +28.9% | -8.9% | +37.9% | +32.3% |
| 6M | +33.1% | +1.8% | +31.3% | +32.4% |
| YTD | +44.8% | +0.6% | +44.2% | +44.1% |
| 1Y | +36.2% | +12.9% | +23.3% | +31.3% |
| 3Y | +11.5% | +126.4% | -114.9% | -7.7% |
| All | -36.5% | +61.2% | -97.7% | -45.3% |
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