+720.6%
HUT vs SWKS
-25.5%
+746.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.8% |
| 7D | +17.8% | +12.5% | +5.3% | +12.4% |
| 30D | +0.8% | +10.5% | -9.6% | -3.2% |
| 3M | -26.8% | -7.4% | -19.4% | -24.7% |
| 6M | +72.6% | +32.7% | +39.9% | +45.8% |
| YTD | +103.6% | +19.2% | +84.5% | +78.6% |
| 1Y | +265.3% | +2.4% | +262.9% | +248.1% |
| All | +720.6% | -25.5% | +746.0% | +832.2% |
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