-14.9%
HAL vs SHW
+339.2%
-354.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.1% | +1.9% | +4.2% | +5.3% |
| 30D | +2.9% | +8.1% | -5.2% | -0.5% |
| 3M | +3.3% | -2.8% | +6.1% | +3.7% |
| 6M | -16.9% | +15.0% | -32.0% | -22.9% |
| YTD | +21.2% | +9.0% | +12.2% | +13.9% |
| 1Y | +27.5% | +4.5% | +23.1% | +22.0% |
| 3Y | -6.4% | +41.9% | -48.3% | -23.6% |
| 5Y | +58.0% | +10.7% | +47.3% | +41.8% |
| All | -14.9% | +339.2% | -354.1% | -55.7% |
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