+0.8%
HL vs SHW
+21,699.3%
-21,698.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -11.1% | +1.9% | -13.0% | -11.5% |
| 30D | -12.1% | +8.1% | -20.1% | -13.6% |
| 3M | -26.1% | -2.8% | -23.3% | -25.6% |
| 6M | -37.7% | +15.0% | -52.8% | -39.8% |
| YTD | -31.7% | +9.0% | -40.7% | -33.1% |
| 1Y | -11.6% | +4.5% | -16.1% | -12.6% |
| 3Y | +249.6% | +41.9% | +207.8% | +222.4% |
| 5Y | +108.5% | +10.7% | +97.8% | +99.8% |
| 10Y | +127.0% | +340.4% | -213.4% | +64.8% |
| All | +0.8% | +21,699.3% | -21,698.5% | -38.7% |
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