+113.0%
HOOD vs SHW
+12.4%
+100.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +4.1% |
| 7D | -4.8% | +3.5% | -8.3% | -7.0% |
| 30D | -26.1% | +9.2% | -35.4% | -30.4% |
| 3M | -10.8% | -5.1% | -5.7% | -8.3% |
| 6M | +2.4% | +6.8% | -4.5% | -3.6% |
| YTD | -28.5% | +7.0% | -35.4% | -33.4% |
| 1Y | -36.3% | +4.1% | -40.4% | -39.6% |
| 3Y | +743.7% | +41.1% | +702.6% | +551.2% |
| All | +113.0% | +12.4% | +100.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling