+132.3%
HON vs SHW
+288.7%
-156.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.7% |
| 7D | -3.5% | -3.1% | -0.3% | -2.1% |
| 30D | -13.8% | -10.0% | -3.7% | -9.7% |
| 3M | -11.7% | +2.3% | -13.9% | -13.0% |
| 6M | -18.7% | +0.7% | -19.4% | -19.6% |
| YTD | +0.2% | +0.5% | -0.2% | -0.8% |
| 1Y | -3.1% | -11.5% | +8.4% | +1.2% |
| 3Y | +17.0% | +21.3% | -4.4% | +4.3% |
| 5Y | +2.0% | +12.5% | -10.5% | -8.3% |
| All | +132.3% | +288.7% | -156.4% | +26.6% |
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 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