-27.9%
DHR vs SHW
+14.0%
-41.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.0% |
| 30D | -2.2% | -11.4% | +9.2% | +3.3% |
| 3M | +9.0% | +3.5% | +5.5% | +6.8% |
| 6M | +3.5% | -3.4% | +6.8% | +4.3% |
| YTD | -10.1% | -0.3% | -9.8% | -11.0% |
| 1Y | +6.2% | -10.4% | +16.6% | +10.4% |
| 3Y | -5.4% | +21.3% | -26.7% | -15.0% |
| 5Y | -27.9% | +12.9% | -40.8% | -34.3% |
| All | -27.9% | +14.0% | -41.9% | -34.3% |
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