+220.1%
HUT vs SWKS
-2.1%
+222.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | +9.3% | +9.4% | -0.1% | +3.8% |
| 30D | -23.1% | +17.0% | -40.1% | -29.2% |
| 3M | -30.6% | +28.9% | -59.5% | -41.5% |
| 6M | -46.9% | +33.1% | -80.0% | -57.2% |
| YTD | +25.3% | +44.8% | -19.5% | -9.6% |
| 1Y | +59.8% | +36.2% | +23.6% | +19.9% |
| 3Y | +467.2% | +11.5% | +455.7% | +350.2% |
| 5Y | -24.6% | -37.1% | +12.4% | -10.6% |
| All | +220.1% | -2.1% | +222.2% | +228.0% |
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