+248.6%
HD vs SHW
+339.2%
-90.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +0.3% |
| 30D | +18.0% | +8.1% | +9.9% | +12.5% |
| 3M | +2.8% | -2.8% | +5.6% | +4.5% |
| 6M | +17.0% | +15.0% | +1.9% | +7.0% |
| YTD | +3.5% | +9.0% | -5.5% | -2.3% |
| 1Y | -2.6% | +4.5% | -7.1% | -5.6% |
| 3Y | +30.7% | +41.9% | -11.1% | +4.1% |
| 5Y | +6.2% | +10.7% | -4.5% | -3.9% |
| All | +248.6% | +339.2% | -90.7% | +68.0% |
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