+217.0%
HUT vs SWKS
-9.8%
+226.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +7.8% |
| 7D | +3.7% | -2.7% | +6.4% | +6.1% |
| 30D | -32.3% | +8.5% | -40.8% | -35.0% |
| 3M | -35.6% | +17.3% | -52.9% | -42.7% |
| 6M | -42.1% | +25.1% | -67.2% | -51.9% |
| YTD | +24.1% | +33.3% | -9.2% | -6.1% |
| 1Y | +27.9% | +22.9% | +5.0% | +2.1% |
| 3Y | +409.1% | +5.5% | +403.6% | +314.8% |
| 5Y | -25.9% | -41.9% | +15.9% | -7.9% |
| All | +217.0% | -9.8% | +226.9% | +240.7% |
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