+498.0%
HAL vs SHW
+21,988.5%
-21,490.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -6.5% | +4.2% | -10.7% | -8.0% |
| 30D | -2.1% | +11.3% | -13.4% | -6.2% |
| 3M | -4.9% | -1.8% | -3.0% | -4.9% |
| 6M | -19.3% | +12.7% | -32.0% | -24.0% |
| YTD | +14.3% | +10.4% | +3.9% | +7.6% |
| 1Y | +17.3% | +4.7% | +12.6% | +12.5% |
| 3Y | -10.9% | +42.7% | -53.6% | -24.8% |
| 5Y | +47.4% | +14.5% | +32.9% | +30.5% |
| 10Y | -20.8% | +340.7% | -361.5% | -57.3% |
| All | +498.0% | +21,988.5% | -21,490.5% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling