+25.9%
SWKS vs HSY
+121.4%
-95.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +12.5% | -3.3% | +15.8% | +13.6% |
| 30D | +10.5% | -2.8% | +13.3% | +11.3% |
| 3M | -7.4% | -4.5% | -2.9% | -6.6% |
| 6M | +32.7% | -24.2% | +56.9% | +43.2% |
| YTD | +19.2% | -2.7% | +21.9% | +18.8% |
| 1Y | +2.4% | -3.7% | +6.1% | +2.2% |
| 3Y | -25.6% | -11.5% | -14.1% | -24.7% |
| 5Y | -53.4% | +10.3% | -63.8% | -58.6% |
| All | +25.9% | +121.4% | -95.5% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling