+215.7%
HUT vs SWKS
-10.0%
+225.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -10.9% | -3.1% | -7.8% | -8.7% |
| 30D | -32.6% | +8.3% | -41.0% | -35.3% |
| 3M | -33.7% | +20.2% | -54.0% | -41.9% |
| 6M | -42.3% | +24.9% | -67.3% | -52.1% |
| YTD | +23.6% | +33.2% | -9.6% | -6.4% |
| 1Y | +20.4% | +23.6% | -3.2% | -4.2% |
| 3Y | +423.2% | +1.3% | +422.0% | +340.2% |
| 5Y | -19.4% | -40.6% | +21.2% | -0.9% |
| All | +215.7% | -10.0% | +225.6% | +239.5% |
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