+420.1%
HUT vs SWKS
-19.4%
+439.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.1% |
| 7D | +17.8% | +12.5% | +5.3% | +9.7% |
| 30D | +0.8% | +10.5% | -9.6% | -5.3% |
| 3M | -26.8% | -7.4% | -19.4% | -24.0% |
| 6M | +72.6% | +32.7% | +39.9% | +36.3% |
| YTD | +103.6% | +19.2% | +84.5% | +68.1% |
| 1Y | +265.3% | +2.4% | +262.9% | +233.4% |
| 3Y | +689.4% | -25.6% | +715.0% | +734.0% |
| 5Y | +75.3% | -53.4% | +128.8% | +150.9% |
| All | +420.1% | -19.4% | +439.5% | +509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling