+205.0%
HD vs SHW
+275.8%
-70.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.9% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -11.1% | -11.6% | +0.5% | -4.2% |
| 3M | +2.0% | +9.1% | -7.1% | -3.4% |
| 6M | -10.5% | -0.7% | -9.8% | -10.3% |
| YTD | -6.9% | +1.4% | -8.2% | -8.0% |
| 1Y | -23.2% | -12.3% | -10.9% | -17.4% |
| 3Y | +3.1% | +23.4% | -20.3% | -10.6% |
| 5Y | +7.4% | +15.0% | -7.6% | -5.3% |
| 10Y | +205.0% | +278.3% | -73.3% | +48.0% |
| All | +205.0% | +275.8% | -70.8% | +48.0% |
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