+192.7%
HUT vs SWK
-6.1%
+198.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +14.9% | +14.8% |
| 7D | -11.4% | +11.0% | -22.4% | -19.9% |
| 30D | -41.0% | +30.1% | -71.1% | -52.1% |
| 3M | -41.9% | +14.7% | -56.6% | -48.9% |
| 6M | -51.7% | +44.5% | -96.2% | -64.0% |
| YTD | +14.6% | +59.4% | -44.8% | -19.2% |
| 1Y | +21.4% | +77.5% | -56.1% | -20.0% |
| 3Y | +359.8% | +49.5% | +310.4% | +217.5% |
| 5Y | -27.5% | -24.9% | -2.6% | -26.3% |
| All | +192.7% | -6.1% | +198.8% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling