+4,325.0%
HSY vs SWK
+1,275.2%
+3,049.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -3.3% | -0.4% | -2.8% | -3.2% |
| 30D | -2.8% | -5.7% | +2.9% | -1.8% |
| 3M | -4.5% | +24.1% | -28.6% | -8.4% |
| 6M | -24.2% | +24.7% | -48.9% | -27.7% |
| YTD | -2.7% | +33.9% | -36.7% | -8.5% |
| 1Y | -3.7% | +34.7% | -38.4% | -9.9% |
| 3Y | -11.5% | +15.3% | -26.7% | -16.9% |
| 5Y | +10.3% | -39.3% | +49.6% | +14.2% |
| 10Y | +122.1% | +2.5% | +119.6% | +97.6% |
| All | +4,325.0% | +1,275.2% | +3,049.8% | +1,844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling