+51.0%
SWKS vs HSY
+127.3%
-76.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.2% |
| 7D | +10.9% | -2.3% | +13.2% | +11.5% |
| 30D | +17.6% | +6.3% | +11.3% | +15.3% |
| 3M | +29.2% | -5.2% | +34.4% | +30.6% |
| 6M | +37.0% | -8.3% | +45.2% | +39.2% |
| YTD | +44.9% | -2.7% | +47.6% | +43.9% |
| 1Y | +33.8% | +0.1% | +33.7% | +31.5% |
| 3Y | +10.2% | -1.0% | +11.3% | +6.3% |
| 5Y | -37.0% | +10.6% | -47.6% | -44.4% |
| All | +51.0% | +127.3% | -76.3% | +4.1% |
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