+489.7%
HPE vs SHW
+281.7%
+208.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | +1.4% | -4.5% | +5.9% | +3.2% |
| 30D | +1.5% | -12.7% | +14.2% | +7.2% |
| 3M | +21.7% | +4.7% | +17.1% | +17.9% |
| 6M | +164.2% | -3.4% | +167.6% | +163.5% |
| YTD | +132.1% | -1.3% | +133.4% | +128.8% |
| 1Y | +130.6% | -10.4% | +141.0% | +136.8% |
| 3Y | +244.1% | +20.1% | +224.0% | +204.8% |
| 5Y | +340.8% | +10.5% | +330.3% | +293.7% |
| All | +489.7% | +281.7% | +208.1% | +230.9% |
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