+133.6%
HOOD vs SHW
+28.8%
+104.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -5.1% | +4.2% | -9.3% | -7.3% |
| 30D | -25.4% | +11.3% | -36.7% | -30.4% |
| 3M | -14.0% | -1.8% | -12.1% | -13.3% |
| 6M | +5.6% | +12.7% | -7.1% | -3.7% |
| YTD | -28.1% | +10.4% | -38.5% | -34.3% |
| 1Y | -40.1% | +4.7% | -44.9% | -43.3% |
| 3Y | +888.2% | +42.7% | +845.5% | +662.3% |
| 5Y | +135.8% | +14.5% | +121.3% | +76.6% |
| All | +133.6% | +28.8% | +104.7% | +76.9% |
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