+57.4%
HL vs SHW
+20,170.2%
-20,112.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +7.1% | -1.2% | +8.2% | +7.4% |
| 30D | +21.4% | -11.6% | +33.0% | +25.0% |
| 3M | +37.4% | +9.1% | +28.3% | +34.6% |
| 6M | +0.4% | -0.7% | +1.1% | +0.5% |
| YTD | +6.7% | +1.4% | +5.3% | +6.4% |
| 1Y | +102.4% | -12.3% | +114.6% | +108.0% |
| 3Y | +417.4% | +23.4% | +394.0% | +392.0% |
| 5Y | +243.3% | +15.0% | +228.3% | +226.6% |
| 10Y | +242.6% | +278.3% | -35.7% | +156.1% |
| All | +57.4% | +20,170.2% | -20,112.8% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling