+247.2%
HD vs SHW
+352.3%
-105.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +5.2% | +4.2% | +1.0% | +2.5% |
| 30D | +20.7% | +11.3% | +9.5% | +13.0% |
| 3M | +0.8% | -1.8% | +2.6% | +1.9% |
| 6M | +12.2% | +12.7% | -0.5% | +3.9% |
| YTD | +4.2% | +10.4% | -6.2% | -2.4% |
| 1Y | -2.6% | +4.7% | -7.3% | -5.7% |
| 3Y | +30.0% | +42.7% | -12.7% | +3.1% |
| 5Y | +8.1% | +14.5% | -6.5% | -4.3% |
| 10Y | +247.2% | +340.7% | -93.6% | +67.4% |
| All | +247.2% | +352.3% | -105.2% | +67.4% |
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