-36.7%
HUT vs SW
-1.6%
-35.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.4% |
| 7D | -30.8% | +4.7% | -35.5% | -32.9% |
| 30D | -50.2% | +5.0% | -55.2% | -51.9% |
| 3M | -50.5% | -7.3% | -43.1% | -49.4% |
| 6M | -42.9% | +15.0% | -57.9% | -48.7% |
| YTD | 0.0% | +18.5% | -18.5% | -12.4% |
| 1Y | -2.2% | +27.1% | -29.4% | -17.3% |
| 3Y | +289.4% | +49.3% | +240.1% | +215.3% |
| 5Y | -36.7% | -1.6% | -35.1% | -45.8% |
| All | -36.7% | -1.6% | -35.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling