-36.7%
HUT vs SWK
-25.4%
-11.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -4.4% |
| 7D | -30.8% | +11.3% | -42.1% | -38.3% |
| 30D | -50.2% | +28.1% | -78.3% | -60.2% |
| 3M | -50.5% | +12.6% | -63.1% | -56.5% |
| 6M | -42.9% | +51.7% | -94.6% | -60.6% |
| YTD | 0.0% | +60.0% | -59.9% | -33.8% |
| 1Y | -2.2% | +72.7% | -74.9% | -38.8% |
| 3Y | +289.4% | +46.3% | +243.1% | +150.0% |
| 5Y | -36.7% | -24.6% | -12.1% | -39.1% |
| All | -36.7% | -25.4% | -11.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling