+256.9%
HL vs SHW
+288.7%
-31.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.9% |
| 7D | -4.4% | -3.1% | -1.2% | -3.2% |
| 30D | +9.3% | -10.0% | +19.3% | +14.0% |
| 3M | +32.0% | +2.3% | +29.7% | +30.6% |
| 6M | -6.4% | +0.7% | -7.1% | -6.9% |
| YTD | +3.1% | +0.5% | +2.6% | +2.8% |
| 1Y | +77.6% | -11.5% | +89.0% | +85.3% |
| 3Y | +392.8% | +21.3% | +371.5% | +350.4% |
| 5Y | +234.1% | +12.5% | +221.6% | +206.2% |
| All | +256.9% | +288.7% | -31.8% | +124.8% |
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