+370.3%
HPE vs SHW
+339.2%
+31.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +7.9% | +1.9% | +5.9% | +7.1% |
| 30D | -23.5% | +8.1% | -31.5% | -26.4% |
| 3M | -19.1% | -2.8% | -16.3% | -18.9% |
| 6M | +51.4% | +15.0% | +36.4% | +39.2% |
| YTD | +103.4% | +9.0% | +94.4% | +90.7% |
| 1Y | +114.4% | +4.5% | +109.9% | +104.8% |
| 3Y | +224.7% | +41.9% | +182.8% | +164.6% |
| 5Y | +277.8% | +10.7% | +267.0% | +237.9% |
| All | +370.3% | +339.2% | +31.0% | +152.1% |
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