+192.7%
HUT vs SW
+36.6%
+156.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.5% | +15.0% |
| 7D | -11.4% | +2.3% | -13.7% | -12.8% |
| 30D | -41.0% | +6.8% | -47.8% | -43.3% |
| 3M | -41.9% | -5.2% | -36.7% | -41.5% |
| 6M | -51.7% | +7.4% | -59.1% | -54.7% |
| YTD | +14.6% | +17.4% | -2.8% | +3.3% |
| 1Y | +21.4% | +27.1% | -5.7% | +5.9% |
| 3Y | +359.8% | +47.9% | +312.0% | +288.0% |
| 5Y | -27.5% | -2.6% | -24.9% | -33.6% |
| All | +192.7% | +36.6% | +156.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling