+238.2%
HL vs SHW
+11.7%
+226.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -5.6% | -4.5% | -1.2% | -4.0% |
| 30D | +12.7% | -12.7% | +25.4% | +18.7% |
| 3M | +42.5% | +4.7% | +37.8% | +40.1% |
| 6M | -9.0% | -3.4% | -5.6% | -7.9% |
| YTD | +4.4% | -1.3% | +5.7% | +5.0% |
| 1Y | +82.7% | -10.4% | +93.0% | +89.4% |
| 3Y | +406.3% | +20.1% | +386.2% | +370.5% |
| 5Y | +238.2% | +10.5% | +227.7% | +220.2% |
| All | +238.2% | +11.7% | +226.4% | +220.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling