+720.6%
HUT vs SWK
+15.2%
+705.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.7% |
| 7D | +17.8% | -0.4% | +18.2% | +18.1% |
| 30D | +0.8% | -5.7% | +6.6% | +4.4% |
| 3M | -26.8% | +24.1% | -50.9% | -37.2% |
| 6M | +72.6% | +24.7% | +47.9% | +48.2% |
| YTD | +103.6% | +33.9% | +69.7% | +67.6% |
| 1Y | +265.3% | +34.7% | +230.6% | +198.1% |
| All | +720.6% | +15.2% | +705.4% | +631.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling