+155.5%
HUT vs SWKS
-11.6%
+167.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -4.9% |
| 7D | -30.8% | -9.2% | -21.6% | -26.3% |
| 30D | -50.2% | -1.9% | -48.3% | -49.4% |
| 3M | -50.5% | +21.2% | -71.7% | -56.9% |
| 6M | -42.9% | +12.9% | -55.8% | -50.7% |
| YTD | 0.0% | +30.7% | -30.7% | -23.5% |
| 1Y | -2.2% | +14.1% | -16.4% | -18.1% |
| 3Y | +289.4% | -1.7% | +291.1% | +232.9% |
| 5Y | -36.7% | -43.0% | +6.3% | -20.4% |
| All | +155.5% | -11.6% | +167.1% | +177.4% |
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