+6,005.0%
HON vs SHW
+21,699.3%
-15,694.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | +7.5% | +8.1% | -0.6% | +3.9% |
| 3M | -4.3% | -2.8% | -1.6% | -3.5% |
| 6M | -1.5% | +15.0% | -16.6% | -7.9% |
| YTD | +10.5% | +9.0% | +1.5% | +5.6% |
| 1Y | +8.5% | +4.5% | +4.1% | +5.4% |
| 3Y | +28.0% | +41.9% | -13.8% | +7.9% |
| 5Y | +12.0% | +10.7% | +1.3% | +1.9% |
| 10Y | +155.4% | +340.4% | -185.0% | +27.6% |
| All | +6,005.0% | +21,699.3% | -15,694.3% | +638.0% |
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