+8,007.1%
SWKS vs FHN
+1,824.4%
+6,182.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +12.5% | +1.2% | +11.3% | +12.1% |
| 30D | +10.5% | -4.7% | +15.2% | +12.2% |
| 3M | -7.4% | +3.5% | -10.9% | -8.5% |
| 6M | +32.7% | +7.8% | +24.8% | +29.2% |
| YTD | +19.2% | +5.9% | +13.3% | +16.5% |
| 1Y | +2.4% | +12.5% | -10.1% | -2.2% |
| 3Y | -25.6% | +117.2% | -142.8% | -43.4% |
| 5Y | -53.4% | +86.5% | -140.0% | -65.2% |
| 10Y | +23.2% | +125.7% | -102.6% | -20.4% |
| All | +8,007.1% | +1,824.4% | +6,182.7% | +2,857.9% |
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 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