+359.8%
HUT vs SWK
+46.0%
+313.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +14.9% | +14.8% |
| 7D | -11.4% | +11.0% | -22.4% | -18.3% |
| 30D | -41.0% | +30.1% | -71.1% | -50.9% |
| 3M | -41.9% | +14.7% | -56.6% | -47.8% |
| 6M | -51.7% | +44.5% | -96.2% | -63.1% |
| YTD | +14.6% | +59.4% | -44.8% | -17.1% |
| 1Y | +21.4% | +77.5% | -56.1% | -17.2% |
| 3Y | +359.8% | +49.5% | +310.4% | +235.5% |
| All | +359.8% | +46.0% | +313.9% | +235.5% |
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