+755.0%
SW vs HSY
+645.6%
+109.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -5.1% | -3.3% | -1.8% | -4.9% |
| 30D | -4.6% | -2.8% | -1.8% | -4.4% |
| 3M | +9.4% | -4.5% | +13.9% | +9.6% |
| 6M | +3.5% | -24.2% | +27.7% | +4.9% |
| YTD | +22.0% | -2.7% | +24.8% | +22.2% |
| 1Y | +2.2% | -3.7% | +5.9% | +2.4% |
| 3Y | +19.6% | -11.5% | +31.1% | +19.8% |
| 5Y | -2.3% | +10.3% | -12.7% | -3.2% |
| 10Y | +181.4% | +122.1% | +59.2% | +178.2% |
| All | +755.0% | +645.6% | +109.4% | +757.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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