+204.4%
DHR vs SHW
+281.7%
-77.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -5.0% | -4.5% | -0.5% | -3.0% |
| 30D | -3.3% | -12.7% | +9.4% | +2.7% |
| 3M | +9.4% | +4.7% | +4.7% | +6.8% |
| 6M | +3.2% | -3.4% | +6.6% | +3.9% |
| YTD | -12.0% | -1.3% | -10.7% | -12.4% |
| 1Y | +4.9% | -10.4% | +15.2% | +8.8% |
| 3Y | -7.4% | +20.1% | -27.5% | -16.2% |
| 5Y | -29.8% | +10.5% | -40.2% | -35.7% |
| All | +204.4% | +281.7% | -77.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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