+231.1%
HOOD vs SHW
+16.3%
+214.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | +7.7% | -3.2% | +11.0% | +10.0% |
| 30D | +22.0% | -11.4% | +33.4% | +31.5% |
| 3M | +37.6% | +3.5% | +34.1% | +33.2% |
| 6M | +45.3% | -3.4% | +48.6% | +46.6% |
| YTD | +1.9% | -0.3% | +2.3% | -0.3% |
| 1Y | -2.7% | -10.4% | +7.7% | +2.2% |
| 3Y | +973.4% | +21.3% | +952.1% | +819.4% |
| 5Y | +179.3% | +12.9% | +166.4% | +119.8% |
| All | +231.1% | +16.3% | +214.8% | +168.4% |
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