+192.7%
HUT vs SWKS
-10.5%
+203.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.2% | +13.4% | +13.9% |
| 7D | -11.4% | -6.2% | -5.2% | -7.4% |
| 30D | -41.0% | -1.5% | -39.6% | -40.2% |
| 3M | -41.9% | +23.0% | -64.9% | -49.9% |
| 6M | -51.7% | +27.6% | -79.3% | -60.4% |
| YTD | +14.6% | +32.3% | -17.7% | -12.9% |
| 1Y | +21.4% | +20.1% | +1.3% | -1.7% |
| 3Y | +359.8% | +0.6% | +359.2% | +287.3% |
| 5Y | -27.5% | -42.3% | +14.8% | -9.3% |
| All | +192.7% | -10.5% | +203.3% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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