-10.0%
DHR vs SHW
+11.1%
-21.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | +1.9% | -0.7% | +0.3% |
| 30D | +3.7% | +8.1% | -4.3% | -0.2% |
| 3M | +14.5% | -2.8% | +17.3% | +15.5% |
| 6M | +40.9% | +15.0% | +25.9% | +30.9% |
| YTD | +2.4% | +9.0% | -6.6% | -3.1% |
| 1Y | +6.1% | +4.5% | +1.6% | +2.4% |
| 3Y | +21.0% | +41.9% | -20.8% | +0.7% |
| All | -10.0% | +11.1% | -21.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling