+3.8%
HSY vs SWK
+46.0%
-42.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +7.5% | +11.0% | -3.5% | +6.2% |
| 30D | +11.1% | +30.1% | -19.0% | +7.9% |
| 3M | -1.9% | +14.7% | -16.6% | -3.6% |
| 6M | -3.0% | +44.5% | -47.5% | -7.0% |
| YTD | 0.0% | +59.4% | -59.3% | -5.4% |
| 1Y | +9.4% | +77.5% | -68.1% | +2.2% |
| 3Y | +3.8% | +49.5% | -45.7% | -4.4% |
| All | +3.8% | +46.0% | -42.2% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling