+50.8%
SWKS vs HSY
+128.6%
-77.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +9.4% | -2.1% | +11.6% | +10.0% |
| 30D | +17.0% | +6.1% | +10.9% | +14.8% |
| 3M | +28.9% | -5.6% | +34.6% | +30.6% |
| 6M | +33.1% | -9.5% | +42.7% | +36.0% |
| YTD | +44.8% | -2.1% | +46.9% | +43.5% |
| 1Y | +36.2% | +0.8% | +35.4% | +33.6% |
| 3Y | +11.5% | -2.1% | +13.6% | +8.1% |
| 5Y | -37.1% | +11.2% | -48.3% | -44.5% |
| All | +50.8% | +128.6% | -77.8% | +3.8% |
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