+301.3%
HUT vs SWKS
-1.9%
+303.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.3% |
| 7D | -30.8% | -9.2% | -21.6% | -28.0% |
| 30D | -50.2% | -1.9% | -48.3% | -49.6% |
| 3M | -50.5% | +21.2% | -71.7% | -54.4% |
| 6M | -42.9% | +12.9% | -55.8% | -47.4% |
| YTD | 0.0% | +30.7% | -30.7% | -15.7% |
| 1Y | -2.2% | +14.1% | -16.4% | -11.3% |
| All | +301.3% | -1.9% | +303.2% | +339.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling