+1.7%
HUT vs SWK
+87.6%
-85.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +13.1% | -36.3% | -28.1% |
| 7D | -29.5% | +17.9% | -47.4% | -36.3% |
| 30D | -45.2% | +31.9% | -77.1% | -54.6% |
| 3M | -51.6% | +16.6% | -68.2% | -56.1% |
| 6M | -37.3% | +61.1% | -98.4% | -58.0% |
| YTD | +6.5% | +64.2% | -57.7% | -31.6% |
| 1Y | +1.7% | +85.2% | -83.5% | -38.3% |
| All | +1.7% | +87.6% | -85.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling