+32.1%
SWKS vs HSY
+125.6%
-93.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -6.2% | +7.5% | -13.7% | -8.1% |
| 30D | -1.5% | +11.1% | -12.6% | -4.6% |
| 3M | +23.0% | -1.9% | +24.9% | +23.2% |
| 6M | +27.6% | -3.0% | +30.6% | +27.7% |
| YTD | +32.3% | 0.0% | +32.3% | +30.4% |
| 1Y | +20.1% | +9.4% | +10.7% | +14.9% |
| 3Y | +0.6% | +3.8% | -3.1% | -4.4% |
| 5Y | -42.3% | +15.2% | -57.5% | -49.8% |
| All | +32.1% | +125.6% | -93.5% | -9.6% |
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