+420.1%
HUT vs SW
+42.0%
+378.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.6% |
| 7D | +17.8% | -5.1% | +22.9% | +20.5% |
| 30D | +0.8% | -4.6% | +5.4% | +2.6% |
| 3M | -26.8% | +9.4% | -36.2% | -31.1% |
| 6M | +72.6% | +3.5% | +69.1% | +67.8% |
| YTD | +103.6% | +22.0% | +81.6% | +82.7% |
| 1Y | +265.3% | +2.2% | +263.1% | +251.3% |
| 3Y | +689.4% | +19.6% | +669.8% | +616.8% |
| 5Y | +75.3% | -2.3% | +77.7% | +61.5% |
| All | +420.1% | +42.0% | +378.1% | +255.8% |
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