+127.2%
HSY vs SWK
+20.6%
+106.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +7.7% | +30.4% | -22.7% | +2.9% |
| 3M | -2.3% | +12.1% | -14.4% | -4.3% |
| 6M | -5.3% | +49.1% | -54.4% | -11.9% |
| YTD | -0.9% | +60.4% | -61.3% | -9.4% |
| 1Y | +5.2% | +78.3% | -73.1% | -5.7% |
| 3Y | +0.7% | +53.3% | -52.6% | -9.6% |
| 5Y | +12.2% | -27.0% | +39.2% | +16.4% |
| All | +127.2% | +20.6% | +106.6% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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