+8,981.9%
SWKS vs FHN
+1,744.5%
+7,237.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.5% |
| 7D | -4.9% | +2.3% | -7.2% | -5.7% |
| 30D | -1.2% | +1.6% | -2.8% | -1.8% |
| 3M | +24.2% | -8.4% | +32.5% | +27.7% |
| 6M | +21.5% | -2.3% | +23.8% | +22.2% |
| YTD | +33.5% | +1.5% | +32.0% | +32.4% |
| 1Y | +18.9% | +15.0% | +3.9% | +13.1% |
| 3Y | +0.4% | +120.9% | -120.5% | -23.9% |
| 5Y | -44.3% | +64.0% | -108.3% | -56.6% |
| 10Y | +37.1% | +120.6% | -83.5% | -10.7% |
| All | +8,981.9% | +1,744.5% | +7,237.4% | +3,259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling