+133.6%
HOOD vs SHW
+27.4%
+106.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.1% |
| 7D | +3.8% | +0.7% | +3.1% | +3.3% |
| 30D | -26.4% | +8.4% | -34.8% | -30.2% |
| 3M | -14.3% | -2.2% | -12.1% | -13.4% |
| 6M | +3.9% | +13.3% | -9.4% | -5.6% |
| YTD | -28.1% | +9.2% | -37.3% | -33.8% |
| 1Y | -38.8% | +2.9% | -41.7% | -41.3% |
| 3Y | +888.5% | +41.1% | +847.4% | +667.8% |
| 5Y | +131.0% | +11.0% | +120.1% | +75.4% |
| All | +133.6% | +27.4% | +106.2% | +78.2% |
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